Soc. Generale Call 90 PM 20.06.2025
/ DE000SU2YW31
Soc. Generale Call 90 PM 20.06.20.../ DE000SU2YW31 /
2024-05-28 8:26:43 AM |
Chg.-0.05 |
Bid4:23:34 PM |
Ask4:23:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.27EUR |
-3.79% |
1.34 Bid Size: 90,000 |
1.35 Ask Size: 90,000 |
Philip Morris Intern... |
90.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
SU2YW3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Philip Morris International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-29 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.36 |
Intrinsic value: |
0.91 |
Implied volatility: |
0.13 |
Historic volatility: |
0.15 |
Parity: |
0.91 |
Time value: |
0.41 |
Break-even: |
96.06 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.76% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
6.11 |
Rho: |
0.72 |
Quote data
Open: |
1.27 |
High: |
1.27 |
Low: |
1.27 |
Previous Close: |
1.32 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.05% |
1 Month |
|
|
+12.39% |
3 Months |
|
|
+71.62% |
YTD |
|
|
+14.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.41 |
1.31 |
1M High / 1M Low: |
1.41 |
1.08 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-23 |
1.41 |
Low (YTD): |
2024-03-04 |
0.70 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |