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Soc. Generale Call 95 4I1 17.01.2.../  DE000SV1KV52  /

Frankfurt Zert./SG
2024-05-27  9:36:40 PM Chg.-0.060 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.810EUR -6.90% 0.810
Bid Size: 4,000		 0.850
Ask Size: 4,000		 PHILIP MORRIS INTL I... 95.00 - 2025-01-17 Call
 

Master data

WKN: SV1KV5
Issuer: Société Générale
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2025-01-17
Issue date: 2023-02-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.59
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.15
Parity: -0.29
Time value: 0.87
Break-even: 103.70
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.54
Theta: -0.02
Omega: 5.70
Rho: 0.26
 

Quote data

Open: 0.840
High: 0.840
Low: 0.800
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.71%
1 Month  
+22.73%
3 Months  
+97.56%
YTD  
+12.50%
1 Year
  -2.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.840
1M High / 1M Low: 0.930 0.660
6M High / 6M Low: 0.930 0.390
High (YTD): 2024-05-16 0.930
Low (YTD): 2024-03-01 0.390
52W High: 2023-07-13 1.250
52W Low: 2024-03-01 0.390
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.833
Avg. volume 1M:   0.000
Avg. price 6M:   0.624
Avg. volume 6M:   0.000
Avg. price 1Y:   0.772
Avg. volume 1Y:   0.000
Volatility 1M:   99.47%
Volatility 6M:   121.08%
Volatility 1Y:   104.38%
Volatility 3Y:   -