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Soc. Generale Call 90 PM 20.09.20.../  DE000SV1KV29  /

EUWAX
24/06/2024  08:10:00 Chg.-0.02 Bid11:51:16 Ask11:51:16 Underlying Strike price Expiration date Option type
1.10EUR -1.79% 1.11
Bid Size: 3,000		 1.17
Ask Size: 3,000		 Philip Morris Intern... 90.00 USD 20/09/2024 Call
 

Master data

WKN: SV1KV2
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 20/09/2024
Issue date: 28/02/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.13
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.93
Implied volatility: 0.29
Historic volatility: 0.15
Parity: 0.93
Time value: 0.22
Break-even: 95.71
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.88%
Delta: 0.81
Theta: -0.03
Omega: 6.57
Rho: 0.15
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 1.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.78%
1 Month  
+8.91%
3 Months  
+77.42%
YTD  
+26.44%
1 Year
  -11.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.18 1.09
1M High / 1M Low: 1.34 0.95
6M High / 6M Low: 1.34 0.42
High (YTD): 07/06/2024 1.34
Low (YTD): 16/04/2024 0.42
52W High: 14/07/2023 1.41
52W Low: 16/04/2024 0.42
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.15
Avg. volume 1M:   0.00
Avg. price 6M:   0.77
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   88.84%
Volatility 6M:   129.13%
Volatility 1Y:   112.21%
Volatility 3Y:   -