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

EUWAX
2024-05-10  9:29:31 AM Chg.+0.11 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.78EUR +6.59% -
Bid Size: -		 -
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: 0.36
Historic volatility: 0.15
Parity: 1.83
Time value: 0.04
Break-even: 92.97
Moneyness: 1.25
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.02
Omega: 4.81
Rho: 0.08
 

Quote data

Open: 1.78
High: 1.78
Low: 1.78
Previous Close: 1.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.34%
1 Month  
+91.40%
3 Months  
+95.60%
YTD  
+23.61%
1 Year  
+4.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.57
1M High / 1M Low: 1.78 0.89
6M High / 6M Low: 1.78 0.89
High (YTD): 2024-05-10 1.78
Low (YTD): 2024-04-16 0.89
52W High: 2023-07-13 2.06
52W Low: 2024-04-16 0.89
Avg. price 1W:   1.65
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
Avg. volume 1M:   0.00
Avg. price 6M:   1.26
Avg. volume 6M:   0.00
Avg. price 1Y:   1.44
Avg. volume 1Y:   0.00
Volatility 1M:   140.28%
Volatility 6M:   96.57%
Volatility 1Y:   86.58%
Volatility 3Y:   -