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Soc. Generale Call 95 PM 20.12.20.../  DE000SU2TEM6  /

EUWAX
2024-05-28  9:27:37 AM Chg.-0.010 Bid3:40:15 PM Ask3:40:15 PM Underlying Strike price Expiration date Option type
0.790EUR -1.25% 0.800
Bid Size: 100,000		 0.810
Ask Size: 100,000		 Philip Morris Intern... 95.00 USD 2024-12-20 Call
 

Master data

WKN: SU2TEM
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.22
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.45
Implied volatility: 0.16
Historic volatility: 0.15
Parity: 0.45
Time value: 0.37
Break-even: 95.67
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.74
Theta: -0.01
Omega: 8.35
Rho: 0.34
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.66%
1 Month  
+16.18%
3 Months  
+107.89%
YTD  
+9.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.800
1M High / 1M Low: 0.890 0.620
6M High / 6M Low: 0.890 0.360
High (YTD): 2024-05-16 0.890
Low (YTD): 2024-03-04 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.832
Avg. volume 1W:   0.000
Avg. price 1M:   0.787
Avg. volume 1M:   0.000
Avg. price 6M:   0.595
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.93%
Volatility 6M:   119.33%
Volatility 1Y:   -
Volatility 3Y:   -