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

EUWAX
2024-06-07  8:28:32 AM Chg.+0.02 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
1.45EUR +1.40% -
Bid Size: -		 -
Ask Size: -		 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: 6.42
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.31
Implied volatility: 0.14
Historic volatility: 0.15
Parity: 1.31
Time value: 0.18
Break-even: 97.53
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.95
Theta: -0.01
Omega: 6.11
Rho: 0.41
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.82%
1 Month  
+42.16%
3 Months  
+123.08%
YTD  
+51.04%
1 Year  
+39.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.25
1M High / 1M Low: 1.45 1.02
6M High / 6M Low: 1.45 0.54
High (YTD): 2024-06-07 1.45
Low (YTD): 2024-03-04 0.54
52W High: 2023-07-14 1.50
52W Low: 2024-03-04 0.54
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   1.01
Avg. volume 1Y:   0.00
Volatility 1M:   78.10%
Volatility 6M:   102.39%
Volatility 1Y:   89.52%
Volatility 3Y:   -