OverviewChartNewsTraderScreen

Soc. Generale Call 95 4I1 17.01.2.../  DE000SV1KV52  /

EUWAX
2024-09-26  8:10:13 AM Chg.+0.06 Bid3:39:51 PM Ask3:39:51 PM Underlying Strike price Expiration date Option type
2.36EUR +2.61% 2.38
Bid Size: 60,000		 -
Ask Size: -		 PHILIP MORRIS INTL I... 95.00 - 2025-01-17 Call
 

Master data

WKN: SV1KV5
Issuer: Société Générale
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2025-01-17
Issue date: 2023-02-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.52
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.43
Implied volatility: 0.69
Historic volatility: 0.15
Parity: 1.43
Time value: 0.99
Break-even: 119.20
Moneyness: 1.15
Premium: 0.09
Premium p.a.: 0.32
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -0.07
Omega: 3.26
Rho: 0.17
 

Quote data

Open: 2.36
High: 2.36
Low: 2.36
Previous Close: 2.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.89%
1 Month  
+6.31%
3 Months  
+129.13%
YTD  
+227.78%
1 Year  
+180.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.30 2.13
1M High / 1M Low: 2.85 2.13
6M High / 6M Low: 2.85 0.39
High (YTD): 2024-09-10 2.85
Low (YTD): 2024-03-04 0.37
52W High: 2024-09-10 2.85
52W Low: 2024-03-04 0.37
Avg. price 1W:   2.22
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   1.34
Avg. volume 6M:   0.00
Avg. price 1Y:   0.99
Avg. volume 1Y:   0.00
Volatility 1M:   70.81%
Volatility 6M:   111.74%
Volatility 1Y:   113.48%
Volatility 3Y:   -