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Soc. Generale Call 120 PM 20.09.2.../  DE000SQ80B28  /

EUWAX
2024-05-31  9:54:13 AM Chg.+0.003 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.033EUR +10.00% -
Bid Size: -		 -
Ask Size: -		 Philip Morris Intern... 120.00 USD 2024-09-20 Call
 

Master data

WKN: SQ80B2
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 166.88
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -1.72
Time value: 0.06
Break-even: 111.17
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 21.74%
Delta: 0.11
Theta: -0.01
Omega: 18.03
Rho: 0.03
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+153.85%
3 Months  
+312.50%
YTD
  -50.00%
1 Year
  -76.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.026
1M High / 1M Low: 0.058 0.019
6M High / 6M Low: 0.083 0.006
High (YTD): 2024-01-04 0.083
Low (YTD): 2024-03-26 0.006
52W High: 2023-07-14 0.240
52W Low: 2024-03-26 0.006
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.089
Avg. volume 1Y:   0.000
Volatility 1M:   440.53%
Volatility 6M:   434.21%
Volatility 1Y:   320.53%
Volatility 3Y:   -