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Soc. Generale Call 90 PM 21.03.20.../  DE000SW3PMY8  /

Frankfurt Zert./SG
2024-05-28  1:41:20 PM Chg.+0.030 Bid2:17:16 PM Ask2:17:16 PM Underlying Strike price Expiration date Option type
1.230EUR +2.50% 1.230
Bid Size: 3,000		 1.280
Ask Size: 3,000		 Philip Morris Intern... 90.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PMY
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.48
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.91
Implied volatility: 0.13
Historic volatility: 0.15
Parity: 0.91
Time value: 0.32
Break-even: 95.16
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.82%
Delta: 0.89
Theta: -0.01
Omega: 6.62
Rho: 0.56
 

Quote data

Open: 1.140
High: 1.260
Low: 1.140
Previous Close: 1.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.38%
1 Month  
+20.59%
3 Months  
+78.26%
YTD  
+18.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 1.200
1M High / 1M Low: 1.340 1.020
6M High / 6M Low: 1.340 0.660
High (YTD): 2024-05-22 1.340
Low (YTD): 2024-03-01 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   1.268
Avg. volume 1W:   0.000
Avg. price 1M:   1.220
Avg. volume 1M:   0.000
Avg. price 6M:   0.944
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.39%
Volatility 6M:   96.59%
Volatility 1Y:   -
Volatility 3Y:   -