Soc. Generale Call 105 PM 20.06.2025
/ DE000SY0MS19
Soc. Generale Call 105 PM 20.06.2.../ DE000SY0MS19 /
| 11/6/2024 9:37:51 PM |
Chg.-0.500 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.210EUR |
-18.45% |
2.190
Bid Size: 3,000 |
2.200
Ask Size: 3,000 |
Philip Morris Intern... |
105.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
5/21/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
2.49 |
| Time value: |
0.26 |
| Break-even: |
123.53 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
4.07 |
| Rho: |
0.52 |
Quote data
| Open: |
2.730 |
| High: |
2.770 |
| Low: |
2.210 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.23% |
| 1 Month |
|
|
+31.55% |
| 3 Months |
|
|
+45.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.730 |
2.540 |
| 1M High / 1M Low: |
2.830 |
1.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
