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

EUWAX
2024-06-06  8:27:47 AM Chg.0.000 Bid4:17:30 PM Ask4:17:30 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 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: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+68.83%
1 Month  
+64.56%
3 Months  
+209.52%
YTD  
+18.18%
1 Year
  -35.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.075
1M High / 1M Low: 0.130 0.069
6M High / 6M Low: 0.140 0.029
High (YTD): 2024-01-08 0.140
Low (YTD): 2024-03-04 0.029
52W High: 2023-07-14 0.330
52W Low: 2024-03-04 0.029
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   0.141
Avg. volume 1Y:   0.000
Volatility 1M:   176.64%
Volatility 6M:   192.24%
Volatility 1Y:   157.65%
Volatility 3Y:   -