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Soc. Generale Call 100 PM 20.12.2.../  DE000SV46AT6  /

EUWAX
2024-06-07  8:28:32 AM Chg.+0.010 Bid10:15:02 AM Ask10:15:02 AM Underlying Strike price Expiration date Option type
0.780EUR +1.30% 0.780
Bid Size: 4,000		 0.820
Ask Size: 4,000		 Philip Morris Intern... 100.00 USD 2024-12-20 Call
 

Master data

WKN: SV46AT
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 100.00 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: 11.82
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.39
Implied volatility: 0.17
Historic volatility: 0.15
Parity: 0.39
Time value: 0.42
Break-even: 99.91
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.71
Theta: -0.02
Omega: 8.35
Rho: 0.32
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.17%
1 Month  
+59.18%
3 Months  
+188.89%
YTD  
+52.94%
1 Year  
+23.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.530
1M High / 1M Low: 0.770 0.490
6M High / 6M Low: 0.770 0.220
High (YTD): 2024-06-06 0.770
Low (YTD): 2024-04-16 0.220
52W High: 2023-07-14 0.980
52W Low: 2024-04-16 0.220
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.585
Avg. volume 1M:   0.000
Avg. price 6M:   0.414
Avg. volume 6M:   0.000
Avg. price 1Y:   0.554
Avg. volume 1Y:   0.000
Volatility 1M:   109.51%
Volatility 6M:   137.66%
Volatility 1Y:   117.23%
Volatility 3Y:   -