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Soc. Generale Call 90 PM 17.01.20.../  DE000SQ862L1  /

EUWAX
2024-05-27  8:54:15 AM Chg.- Bid8:32:55 AM Ask8:32:55 AM Underlying Strike price Expiration date Option type
1.15EUR - 1.04
Bid Size: 3,000		 1.14
Ask Size: 3,000		 Philip Morris Intern... 90.00 USD 2025-01-17 Call
 

Master data

WKN: SQ862L
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.92
Implied volatility: 0.15
Historic volatility: 0.15
Parity: 0.92
Time value: 0.27
Break-even: 94.88
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.87
Theta: -0.01
Omega: 6.76
Rho: 0.44
 

Quote data

Open: 1.15
High: 1.15
Low: 1.15
Previous Close: 1.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.88%
1 Month  
+21.05%
3 Months  
+91.67%
YTD  
+18.56%
1 Year  
+13.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 1.14
1M High / 1M Low: 1.25 0.89
6M High / 6M Low: 1.25 0.56
High (YTD): 2024-05-23 1.25
Low (YTD): 2024-03-04 0.56
52W High: 2023-07-14 1.49
52W Low: 2024-03-04 0.56
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   0.85
Avg. volume 6M:   0.00
Avg. price 1Y:   1.00
Avg. volume 1Y:   0.00
Volatility 1M:   61.64%
Volatility 6M:   105.73%
Volatility 1Y:   93.23%
Volatility 3Y:   -