Soc. Generale Call 115 PM 16.01.2026
/ DE000SW97ZB2
Soc. Generale Call 115 PM 16.01.2.../ DE000SW97ZB2 /
| 2024-06-10 9:57:11 AM |
Chg.-0.020 |
Bid5:36:35 PM |
Ask5:36:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-2.99% |
0.650
Bid Size: 100,000 |
0.660
Ask Size: 100,000 |
Philip Morris Intern... |
115.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
SW97ZB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-05-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-1.06 |
| Time value: |
0.68 |
| Break-even: |
113.49 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
6.58 |
| Rho: |
0.61 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.04% |
| 1 Month |
|
|
+20.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.570 |
| 1M High / 1M Low: |
0.670 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
