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Soc. Generale Call 120 PM 20.06.2.../  DE000SU2YW56  /

EUWAX
2024-06-04  8:27:23 AM Chg.+0.040 Bid10:59:23 AM Ask10:59:23 AM Underlying Strike price Expiration date Option type
0.310EUR +14.81% 0.300
Bid Size: 10,000		 0.320
Ask Size: 10,000		 Philip Morris Intern... 120.00 USD 2025-06-20 Call
 

Master data

WKN: SU2YW5
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.60
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.56
Time value: 0.33
Break-even: 113.32
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.31
Theta: -0.01
Omega: 8.88
Rho: 0.27
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.23%
1 Month  
+47.62%
3 Months  
+248.31%
YTD  
+34.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.230
1M High / 1M Low: 0.280 0.200
6M High / 6M Low: 0.280 0.089
High (YTD): 2024-05-23 0.280
Low (YTD): 2024-03-04 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.182
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.45%
Volatility 6M:   145.38%
Volatility 1Y:   -
Volatility 3Y:   -