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Soc. Generale Call 80 PM 21.06.20.../  DE000SV2LTV1  /

Frankfurt Zert./SG
2024-05-13  2:30:02 PM Chg.-0.070 Bid2:30:04 PM Ask- Underlying Strike price Expiration date Option type
1.810EUR -3.72% 1.810
Bid Size: 3,000		 -
Ask Size: -		 Philip Morris Intern... 80.00 USD 2024-06-21 Call
 

Master data

WKN: SV2LTV
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-06-21
Issue date: 2023-03-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 1.83
Implied volatility: 0.38
Historic volatility: 0.15
Parity: 1.83
Time value: 0.04
Break-even: 92.98
Moneyness: 1.25
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.02
Omega: 4.80
Rho: 0.08
 

Quote data

Open: 1.790
High: 1.810
Low: 1.790
Previous Close: 1.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.04%
1 Month  
+84.69%
3 Months  
+92.55%
YTD  
+25.69%
1 Year  
+4.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.880 1.660
1M High / 1M Low: 1.880 0.930
6M High / 6M Low: 1.880 0.930
High (YTD): 2024-05-10 1.880
Low (YTD): 2024-04-15 0.930
52W High: 2023-07-13 2.030
52W Low: 2024-04-15 0.930
Avg. price 1W:   1.758
Avg. volume 1W:   0.000
Avg. price 1M:   1.514
Avg. volume 1M:   0.000
Avg. price 6M:   1.293
Avg. volume 6M:   0.000
Avg. price 1Y:   1.458
Avg. volume 1Y:   0.000
Volatility 1M:   138.92%
Volatility 6M:   99.05%
Volatility 1Y:   86.62%
Volatility 3Y:   -