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

EUWAX
2024-05-24  9:34:10 AM Chg.-0.16 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.32EUR -10.81% -
Bid Size: -		 -
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: 1.32
High: 1.32
Low: 1.32
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.75%
1 Month  
+28.16%
3 Months  
+116.39%
YTD  
+22.22%
1 Year  
+16.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 1.31
1M High / 1M Low: 1.48 0.93
6M High / 6M Low: 1.48 0.53
High (YTD): 2024-05-23 1.48
Low (YTD): 2024-04-16 0.53
52W High: 2023-07-13 1.69
52W Low: 2024-04-16 0.53
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   0.92
Avg. volume 6M:   0.00
Avg. price 1Y:   1.09
Avg. volume 1Y:   0.00
Volatility 1M:   82.18%
Volatility 6M:   128.95%
Volatility 1Y:   109.49%
Volatility 3Y:   -