OverviewChartNewsTraderScreen

Soc. Generale Call 90 PM 20.09.20.../  DE000SV1KV29  /

Frankfurt Zert./SG
2024-04-30  8:55:18 AM Chg.-0.020 Bid9:04:03 AM Ask9:04:03 AM Underlying Strike price Expiration date Option type
0.760EUR -2.56% 0.760
Bid Size: 4,000		 0.850
Ask Size: 4,000		 Philip Morris Intern... 90.00 USD 2024-09-20 Call
 

Master data

WKN: SV1KV2
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.88
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.52
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.52
Time value: 0.30
Break-even: 92.20
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.75
Theta: -0.02
Omega: 8.18
Rho: 0.23
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.15%
1 Month  
+38.18%
3 Months  
+15.15%
YTD
  -11.63%
1 Year
  -49.33%
3 Years     -
5 Years     -
1W High / 1W Low: 1.060 0.780
1M High / 1M Low: 1.060 0.450
6M High / 6M Low: 1.060 0.450
High (YTD): 2024-04-24 1.060
Low (YTD): 2024-04-15 0.450
52W High: 2023-07-13 1.430
52W Low: 2024-04-15 0.450
Avg. price 1W:   0.888
Avg. volume 1W:   0.000
Avg. price 1M:   0.639
Avg. volume 1M:   0.000
Avg. price 6M:   0.705
Avg. volume 6M:   0.000
Avg. price 1Y:   0.911
Avg. volume 1Y:   0.000
Volatility 1M:   192.38%
Volatility 6M:   125.05%
Volatility 1Y:   106.97%
Volatility 3Y:   -