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

EUWAX
6/17/2024  8:11:02 AM Chg.+0.02 Bid10:22:49 AM Ask10:22:49 AM Underlying Strike price Expiration date Option type
1.18EUR +1.72% 1.20
Bid Size: 3,000		 1.26
Ask Size: 3,000		 Philip Morris Intern... 90.00 USD 9/20/2024 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: 9/20/2024
Issue date: 2/28/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.14
Implied volatility: 0.17
Historic volatility: 0.15
Parity: 1.14
Time value: 0.10
Break-even: 96.49
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.81%
Delta: 0.94
Theta: -0.01
Omega: 7.26
Rho: 0.20
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.92%
1 Month  
+7.27%
3 Months  
+68.57%
YTD  
+35.63%
1 Year  
+4.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 1.16
1M High / 1M Low: 1.34 0.95
6M High / 6M Low: 1.34 0.42
High (YTD): 6/7/2024 1.34
Low (YTD): 4/16/2024 0.42
52W High: 7/14/2023 1.41
52W Low: 4/16/2024 0.42
Avg. price 1W:   1.24
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   97.80%
Volatility 6M:   128.26%
Volatility 1Y:   112.11%
Volatility 3Y:   -