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Soc. Generale Call 100 PM 20.06.2.../  DE000SU2YW49  /

Frankfurt Zert./SG
25/07/2024  09:45:59 Chg.+0.010 Bid09:50:55 Ask09:50:55 Underlying Strike price Expiration date Option type
1.550EUR +0.65% 1.540
Bid Size: 3,000		 1.600
Ask Size: 3,000		 Philip Morris Intern... 100.00 USD 20/06/2025 Call
 

Master data

WKN: SU2YW4
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 20/06/2025
Issue date: 29/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.21
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.88
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 0.88
Time value: 0.52
Break-even: 106.17
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.79
Theta: -0.01
Omega: 5.71
Rho: 0.60
 

Quote data

Open: 1.550
High: 1.550
Low: 1.550
Previous Close: 1.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.09%
1 Month  
+58.16%
3 Months  
+112.33%
YTD  
+131.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 1.250
1M High / 1M Low: 1.540 0.900
6M High / 6M Low: 1.540 0.380
High (YTD): 24/07/2024 1.540
Low (YTD): 01/03/2024 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   1.342
Avg. volume 1W:   0.000
Avg. price 1M:   1.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.717
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.12%
Volatility 6M:   109.79%
Volatility 1Y:   -
Volatility 3Y:   -