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Soc. Generale Call 95 PM 20.09.20.../  DE000SW1Y027  /

Frankfurt Zert./SG
5/20/2024  9:39:52 PM Chg.-0.030 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
0.690EUR -4.17% 0.690
Bid Size: 4,400		 0.700
Ask Size: 4,400		 Philip Morris Intern... 95.00 USD 9/20/2024 Call
 

Master data

WKN: SW1Y02
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.93
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.44
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 0.44
Time value: 0.27
Break-even: 94.48
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.74
Theta: -0.02
Omega: 9.62
Rho: 0.21
 

Quote data

Open: 0.690
High: 0.730
Low: 0.680
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.47%
1 Month  
+46.81%
3 Months  
+155.56%
YTD  
+13.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.680
1M High / 1M Low: 0.790 0.460
6M High / 6M Low: 0.790 0.260
High (YTD): 5/16/2024 0.790
Low (YTD): 4/15/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.633
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.43%
Volatility 6M:   157.65%
Volatility 1Y:   -
Volatility 3Y:   -