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Soc. Generale Call 95 PM 21.06.20.../  DE000SV44HX8  /

Frankfurt Zert./SG
2024-05-23  9:43:59 PM Chg.-0.130 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.480EUR -21.31% 0.500
Bid Size: 6,000		 0.510
Ask Size: 6,000		 Philip Morris Intern... 95.00 USD 2024-06-21 Call
 

Master data

WKN: SV44HX
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.82
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.56
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.56
Time value: 0.07
Break-even: 94.06
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.86
Theta: -0.03
Omega: 12.73
Rho: 0.06
 

Quote data

Open: 0.570
High: 0.580
Low: 0.480
Previous Close: 0.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+9.09%
3 Months  
+118.18%
YTD
  -2.04%
1 Year
  -37.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.500
1M High / 1M Low: 0.610 0.280
6M High / 6M Low: 0.610 0.120
High (YTD): 2024-05-22 0.610
Low (YTD): 2024-04-15 0.120
52W High: 2023-07-13 1.040
52W Low: 2024-04-15 0.120
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   0.000
Avg. price 1Y:   0.526
Avg. volume 1Y:   0.000
Volatility 1M:   269.74%
Volatility 6M:   235.43%
Volatility 1Y:   182.97%
Volatility 3Y:   -