OverviewChartNewsTraderScreen

Soc. Generale Call 90 PM 20.12.20.../  DE000SV46AS8  /

Frankfurt Zert./SG
2024-05-28  9:43:23 PM Chg.+0.050 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
1.150EUR +4.55% 1.170
Bid Size: 3,000		 1.180
Ask Size: 3,000		 Philip Morris Intern... 90.00 USD 2024-12-20 Call
 

Master data

WKN: SV46AS
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.14
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.91
Implied volatility: 0.13
Historic volatility: 0.15
Parity: 0.91
Time value: 0.22
Break-even: 94.16
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.91
Theta: -0.01
Omega: 7.39
Rho: 0.41
 

Quote data

Open: 1.050
High: 1.150
Low: 1.050
Previous Close: 1.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.96%
1 Month  
+25.00%
3 Months  
+94.92%
YTD  
+19.79%
1 Year  
+10.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 1.100
1M High / 1M Low: 1.240 0.920
6M High / 6M Low: 1.240 0.570
High (YTD): 2024-05-16 1.240
Low (YTD): 2024-03-01 0.570
52W High: 2023-07-13 1.520
52W Low: 2024-03-01 0.570
Avg. price 1W:   1.170
Avg. volume 1W:   0.000
Avg. price 1M:   1.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.853
Avg. volume 6M:   0.000
Avg. price 1Y:   1.005
Avg. volume 1Y:   0.000
Volatility 1M:   86.66%
Volatility 6M:   109.57%
Volatility 1Y:   94.72%
Volatility 3Y:   -