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Soc. Generale Call 120 PM 17.01.2.../  DE000SQ862P2  /

EUWAX
2024-06-06  8:55:38 AM Chg.+0.010 Bid5:21:45 PM Ask5:21:45 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.160
Bid Size: 200,000		 0.170
Ask Size: 200,000		 Philip Morris Intern... 120.00 USD 2025-01-17 Call
 

Master data

WKN: SQ862P
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 120.00 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: 56.30
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.46
Time value: 0.17
Break-even: 112.06
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.23
Theta: -0.01
Omega: 12.74
Rho: 0.12
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.84%
1 Month  
+87.50%
3 Months  
+226.09%
YTD  
+25.00%
1 Year
  -28.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.088
1M High / 1M Low: 0.140 0.076
6M High / 6M Low: 0.150 0.033
High (YTD): 2024-01-04 0.150
Low (YTD): 2024-03-04 0.033
52W High: 2023-07-14 0.330
52W Low: 2024-03-04 0.033
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   0.150
Avg. volume 1Y:   0.000
Volatility 1M:   162.79%
Volatility 6M:   187.19%
Volatility 1Y:   154.47%
Volatility 3Y:   -