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

EUWAX
2024-06-05  8:10:22 AM Chg.+0.06 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.31EUR +4.80% -
Bid Size: -		 -
Ask Size: -		 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: 6.96
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.27
Implied volatility: 0.16
Historic volatility: 0.15
Parity: 1.27
Time value: 0.10
Break-even: 96.41
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.96
Theta: -0.01
Omega: 6.69
Rho: 0.23
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.00%
1 Month  
+47.19%
3 Months  
+167.35%
YTD  
+50.57%
1 Year  
+39.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 0.99
1M High / 1M Low: 1.31 0.89
6M High / 6M Low: 1.31 0.42
High (YTD): 2024-06-05 1.31
Low (YTD): 2024-04-16 0.42
52W High: 2023-07-14 1.41
52W Low: 2024-04-16 0.42
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.04
Avg. volume 1M:   0.00
Avg. price 6M:   0.74
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   91.54%
Volatility 6M:   135.16%
Volatility 1Y:   111.51%
Volatility 3Y:   -