OverviewChartNewsTraderScreen

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

EUWAX
8/15/2024  8:27:19 AM Chg.+0.01 Bid7:48:04 AM Ask7:48:04 AM Underlying Strike price Expiration date Option type
1.64EUR +0.61% 1.69
Bid Size: 3,000		 1.88
Ask Size: 3,000		 Philip Morris Intern... 100.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.12
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.56
Implied volatility: 0.23
Historic volatility: 0.15
Parity: 1.56
Time value: 0.18
Break-even: 108.21
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.58%
Delta: 0.91
Theta: -0.02
Omega: 5.56
Rho: 0.28
 

Quote data

Open: 1.64
High: 1.64
Low: 1.64
Previous Close: 1.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.80%
1 Month  
+95.24%
3 Months  
+173.33%
YTD  
+221.57%
1 Year  
+137.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.67 1.53
1M High / 1M Low: 1.80 0.84
6M High / 6M Low: 1.80 0.22
High (YTD): 8/2/2024 1.80
Low (YTD): 4/16/2024 0.22
52W High: 8/2/2024 1.80
52W Low: 4/16/2024 0.22
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   0.64
Avg. volume 6M:   0.00
Avg. price 1Y:   0.59
Avg. volume 1Y:   0.00
Volatility 1M:   138.87%
Volatility 6M:   139.41%
Volatility 1Y:   126.73%
Volatility 3Y:   -