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Soc. Generale Call 100 PM 20.12.2.../  DE000SV46AT6  /

Frankfurt Zert./SG
17/07/2024  09:46:01 Chg.-0.010 Bid10:15:07 Ask10:15:07 Underlying Strike price Expiration date Option type
0.910EUR -1.09% 0.910
Bid Size: 4,000		 0.960
Ask Size: 4,000		 Philip Morris Intern... 100.00 USD 20/12/2024 Call
 

Master data

WKN: SV46AT
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.24
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.56
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.56
Time value: 0.39
Break-even: 101.23
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.72
Theta: -0.02
Omega: 7.42
Rho: 0.26
 

Quote data

Open: 0.920
High: 0.920
Low: 0.910
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+26.39%
1 Month  
+37.88%
3 Months  
+203.33%
YTD  
+78.43%
1 Year
  -1.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.720
1M High / 1M Low: 0.960 0.600
6M High / 6M Low: 0.960 0.230
High (YTD): 12/07/2024 0.960
Low (YTD): 15/04/2024 0.230
52W High: 12/07/2024 0.960
52W Low: 15/04/2024 0.230
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   0.715
Avg. volume 1M:   0.000
Avg. price 6M:   0.471
Avg. volume 6M:   0.000
Avg. price 1Y:   0.549
Avg. volume 1Y:   0.000
Volatility 1M:   120.82%
Volatility 6M:   152.29%
Volatility 1Y:   127.19%
Volatility 3Y:   -