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Soc. Generale Call 100 PM 17.01.2.../  DE000SQ862M9  /

EUWAX
2024-05-28  8:52:55 AM Chg.-0.060 Bid11:48:50 AM Ask11:48:50 AM Underlying Strike price Expiration date Option type
0.520EUR -10.34% 0.580
Bid Size: 5,200		 0.610
Ask Size: 5,200		 Philip Morris Intern... 100.00 USD 2025-01-17 Call
 

Master data

WKN: SQ862M
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.86
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.15
Parity: -0.01
Time value: 0.58
Break-even: 97.87
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.60
Theta: -0.01
Omega: 9.49
Rho: 0.32
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month  
+10.64%
3 Months  
+100.00%
YTD
  -1.89%
1 Year
  -14.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.580
1M High / 1M Low: 0.650 0.430
6M High / 6M Low: 0.650 0.230
High (YTD): 2024-05-23 0.650
Low (YTD): 2024-03-04 0.230
52W High: 2023-07-14 0.940
52W Low: 2024-03-04 0.230
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   30
Avg. price 6M:   0.425
Avg. volume 6M:   4.839
Avg. price 1Y:   0.562
Avg. volume 1Y:   2.353
Volatility 1M:   86.29%
Volatility 6M:   137.72%
Volatility 1Y:   119.48%
Volatility 3Y:   -