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Soc. Generale Call 105 PM 20.12.2.../  DE000SU2TNT2  /

EUWAX
17/07/2024  10:09:05 Chg.+0.060 Bid17/07/2024 Ask17/07/2024 Underlying Strike price Expiration date Option type
0.620EUR +10.71% 0.620
Bid Size: 4,900		 0.670
Ask Size: 4,900		 Philip Morris Intern... 105.00 USD 20/12/2024 Call
 

Master data

WKN: SU2TNT
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 20/12/2024
Issue date: 27/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.97
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.10
Implied volatility: 0.21
Historic volatility: 0.15
Parity: 0.10
Time value: 0.55
Break-even: 102.81
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.60
Theta: -0.02
Omega: 9.01
Rho: 0.22
 

Quote data

Open: 0.630
High: 0.630
Low: 0.620
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.19%
1 Month  
+40.91%
3 Months  
+264.71%
YTD  
+72.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.430
1M High / 1M Low: 0.580 0.370
6M High / 6M Low: 0.580 0.140
High (YTD): 15/07/2024 0.580
Low (YTD): 04/03/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.450
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.52%
Volatility 6M:   159.22%
Volatility 1Y:   -
Volatility 3Y:   -