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Soc. Generale Call 120 PM 20.12.2.../  DE000SV46AV2  /

Frankfurt Zert./SG
2024-06-06  5:43:37 PM Chg.+0.010 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 200,000		 0.150
Ask Size: 200,000		 Philip Morris Intern... 120.00 USD 2024-12-20 Call
 

Master data

WKN: SV46AV
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 68.36
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.46
Time value: 0.14
Break-even: 111.76
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.20
Theta: -0.01
Omega: 13.91
Rho: 0.10
 

Quote data

Open: 0.130
High: 0.140
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+84.21%
1 Month  
+100.00%
3 Months  
+191.67%
YTD  
+16.67%
1 Year
  -30.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.076
1M High / 1M Low: 0.130 0.070
6M High / 6M Low: 0.140 0.035
High (YTD): 2024-01-04 0.140
Low (YTD): 2024-03-28 0.035
52W High: 2023-07-13 0.330
52W Low: 2024-03-28 0.035
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   0.143
Avg. volume 1Y:   0.000
Volatility 1M:   174.57%
Volatility 6M:   195.14%
Volatility 1Y:   158.61%
Volatility 3Y:   -