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Soc. Generale Call 85 PM 21.06.20.../  DE000SV44HW0  /

Frankfurt Zert./SG
2024-05-24  9:48:37 PM Chg.+0.040 Bid9:58:00 PM Ask- Underlying Strike price Expiration date Option type
1.410EUR +2.92% 1.410
Bid Size: 2,200		 -
Ask Size: -		 Philip Morris Intern... 85.00 USD 2024-06-21 Call
 

Master data

WKN: SV44HW
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.58
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 1.38
Implied volatility: 0.25
Historic volatility: 0.15
Parity: 1.38
Time value: 0.02
Break-even: 92.36
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 6.53
Rho: 0.06
 

Quote data

Open: 1.320
High: 1.450
Low: 1.320
Previous Close: 1.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+38.24%
3 Months  
+116.92%
YTD  
+31.78%
1 Year  
+23.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.370
1M High / 1M Low: 1.490 1.020
6M High / 6M Low: 1.490 0.560
High (YTD): 2024-05-22 1.490
Low (YTD): 2024-04-15 0.560
52W High: 2023-07-13 1.690
52W Low: 2024-04-15 0.560
Avg. price 1W:   1.422
Avg. volume 1W:   0.000
Avg. price 1M:   1.319
Avg. volume 1M:   0.000
Avg. price 6M:   0.947
Avg. volume 6M:   0.000
Avg. price 1Y:   1.105
Avg. volume 1Y:   0.000
Volatility 1M:   87.70%
Volatility 6M:   126.74%
Volatility 1Y:   107.02%
Volatility 3Y:   -