Soc. Generale Call 95 PM 21.03.2025
/ DE000SW7LBZ8
Soc. Generale Call 95 PM 21.03.20.../ DE000SW7LBZ8 /
| 2024-06-07 8:31:04 PM |
Chg.-0.010 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-0.82% |
1.210
Bid Size: 90,000 |
1.220
Ask Size: 90,000 |
Philip Morris Intern... |
95.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW7LBZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
0.85 |
| Time value: |
0.39 |
| Break-even: |
99.62 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
6.34 |
| Rho: |
0.52 |
Quote data
| Open: |
1.200 |
| High: |
1.230 |
| Low: |
1.170 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.48% |
| 1 Month |
|
|
+39.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.030 |
| 1M High / 1M Low: |
1.220 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.999 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
