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

EUWAX
2024-05-27  9:35:59 AM Chg.-0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.450EUR -4.26% -
Bid Size: -		 -
Ask Size: -		 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: 17.72
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.45
Implied volatility: 0.21
Historic volatility: 0.15
Parity: 0.45
Time value: 0.07
Break-even: 92.79
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.84
Theta: -0.03
Omega: 14.92
Rho: 0.05
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.26%
1 Month  
+40.63%
3 Months  
+200.00%
YTD
  -8.16%
1 Year
  -29.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.450
1M High / 1M Low: 0.600 0.260
6M High / 6M Low: 0.600 0.110
High (YTD): 2024-05-23 0.600
Low (YTD): 2024-04-16 0.110
52W High: 2023-07-13 1.050
52W Low: 2024-04-16 0.110
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.439
Avg. volume 1M:   0.000
Avg. price 6M:   0.330
Avg. volume 6M:   0.000
Avg. price 1Y:   0.517
Avg. volume 1Y:   0.000
Volatility 1M:   171.30%
Volatility 6M:   228.04%
Volatility 1Y:   180.26%
Volatility 3Y:   -