Soc. Generale Call 95 PM 20.09.2024
/ DE000SW1Y027
Soc. Generale Call 95 PM 20.09.20.../ DE000SW1Y027 /
| 2024-04-29 9:41:21 PM |
Chg.+0.010 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+2.04% |
0.520
Bid Size: 5,800 |
0.530
Ask Size: 5,800 |
Philip Morris Intern... |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1Y02 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
0.00 |
| Time value: |
0.50 |
| Break-even: |
93.73 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
10.19 |
| Rho: |
0.18 |
Quote data
| Open: |
0.460 |
| High: |
0.510 |
| Low: |
0.460 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.63% |
| 1 Month |
|
|
+51.52% |
| 3 Months |
|
|
+19.05% |
| YTD |
|
|
-18.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.490 |
| 1M High / 1M Low: |
0.730 |
0.260 |
| 6M High / 6M Low: |
0.730 |
0.260 |
| High (YTD): |
2024-04-24 |
0.730 |
| Low (YTD): |
2024-04-15 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.469 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.29% |
| Volatility 6M: |
|
151.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
