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Soc. Generale Call 90 PM 20.12.20.../  DE000SV46AS8  /

EUWAX
2024-06-14  8:28:44 AM Chg.-0.04 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.26EUR -3.08% -
Bid Size: -		 -
Ask Size: -		 Philip Morris Intern... 90.00 USD 2024-12-20 Call
 

Master data

WKN: SV46AS
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.12
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.14
Implied volatility: 0.16
Historic volatility: 0.15
Parity: 1.14
Time value: 0.20
Break-even: 97.47
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.75%
Delta: 0.91
Theta: -0.01
Omega: 6.50
Rho: 0.38
 

Quote data

Open: 1.26
High: 1.26
Low: 1.26
Previous Close: 1.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.10%
1 Month  
+5.00%
3 Months  
+55.56%
YTD  
+31.25%
1 Year  
+1.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.42 1.26
1M High / 1M Low: 1.45 1.08
6M High / 6M Low: 1.45 0.54
High (YTD): 2024-06-07 1.45
Low (YTD): 2024-03-04 0.54
52W High: 2023-07-14 1.50
52W Low: 2024-03-04 0.54
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   0.88
Avg. volume 6M:   0.00
Avg. price 1Y:   1.01
Avg. volume 1Y:   0.00
Volatility 1M:   82.01%
Volatility 6M:   102.53%
Volatility 1Y:   89.53%
Volatility 3Y:   -