Soc. Generale Call 105 PM 20.06.2025
/ DE000SY0MS19
Soc. Generale Call 105 PM 20.06.2.../ DE000SY0MS19 /
25/07/2024 10:00:18 |
Chg.0.000 |
Bid10:20:21 |
Ask10:20:21 |
Underlying |
Strike price |
Expiration date |
Option type |
1.260EUR |
0.00% |
1.260 Bid Size: 4,000 |
1.300 Ask Size: 4,000 |
Philip Morris Intern... |
105.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
SY0MS1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Philip Morris International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
21/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
0.59 |
Time value: |
0.68 |
Break-even: |
109.58 |
Moneyness: |
1.06 |
Premium: |
0.07 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.79% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
5.84 |
Rho: |
0.56 |
Quote data
Open: |
1.260 |
High: |
1.260 |
Low: |
1.260 |
Previous Close: |
1.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.33% |
1 Month |
|
|
+70.27% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.260 |
0.980 |
1M High / 1M Low: |
1.260 |
0.690 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.850 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |