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

EUWAX
2024-05-28  8:27:04 AM Chg.-0.05 Bid12:10:06 PM Ask12:10:06 PM Underlying Strike price Expiration date Option type
1.08EUR -4.42% 1.13
Bid Size: 3,000		 1.18
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: 1.08
High: 1.08
Low: 1.08
Previous Close: 1.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.42%
1 Month  
+14.89%
3 Months  
+89.47%
YTD  
+12.50%
1 Year  
+3.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.13
1M High / 1M Low: 1.23 0.88
6M High / 6M Low: 1.23 0.54
High (YTD): 2024-05-23 1.23
Low (YTD): 2024-03-04 0.54
52W High: 2023-07-14 1.50
52W Low: 2024-03-04 0.54
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   0.84
Avg. volume 6M:   0.00
Avg. price 1Y:   1.00
Avg. volume 1Y:   0.00
Volatility 1M:   63.71%
Volatility 6M:   102.10%
Volatility 1Y:   89.62%
Volatility 3Y:   -