Soc. Generale Call 105 PM 16.01.2026
/ DE000SW8QSJ3
Soc. Generale Call 105 PM 16.01.2.../ DE000SW8QSJ3 /
| 2024-05-29 9:56:59 AM |
Chg.-0.030 |
Bid10:01:59 AM |
Ask10:01:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-3.53% |
0.830
Bid Size: 4,000 |
0.870
Ask Size: 4,000 |
Philip Morris Intern... |
105.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
SW8QSJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-0.46 |
| Time value: |
0.87 |
| Break-even: |
105.46 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
6.03 |
| Rho: |
0.72 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.820 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.89% |
| 1 Month |
|
|
+18.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.810 |
| 1M High / 1M Low: |
0.900 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
