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Soc. Generale Call 95 PM 20.09.20.../  DE000SW1Y027  /

Frankfurt Zert./SG
2024-05-23  9:37:34 PM Chg.-0.100 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.670EUR -12.99% 0.690
Bid Size: 4,400		 0.700
Ask Size: 4,400		 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: 11.82
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.56
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 0.56
Time value: 0.23
Break-even: 95.66
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.79
Theta: -0.02
Omega: 9.28
Rho: 0.22
 

Quote data

Open: 0.750
High: 0.780
Low: 0.660
Previous Close: 0.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.19%
1 Month  
+6.35%
3 Months  
+97.06%
YTD  
+9.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.690
1M High / 1M Low: 0.790 0.490
6M High / 6M Low: 0.790 0.260
High (YTD): 2024-05-16 0.790
Low (YTD): 2024-04-15 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.657
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.17%
Volatility 6M:   158.14%
Volatility 1Y:   -
Volatility 3Y:   -