Soc. Generale Call 105 PM 20.12.2024
/ DE000SU2TNT2
Soc. Generale Call 105 PM 20.12.2.../ DE000SU2TNT2 /
| 18/10/2024 09:38:41 |
Chg.-0.04 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-2.58% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.15 |
| Parity: |
1.40 |
| Time value: |
0.17 |
| Break-even: |
112.32 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
6.05 |
| Rho: |
0.13 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.72% |
| 1 Month |
|
|
+3.42% |
| 3 Months |
|
|
+106.85% |
| YTD |
|
|
+319.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.50 |
| 1M High / 1M Low: |
1.58 |
1.38 |
| 6M High / 6M Low: |
2.03 |
0.19 |
| High (YTD): |
10/09/2024 |
2.03 |
| Low (YTD): |
04/03/2024 |
0.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.23% |
| Volatility 6M: |
|
151.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
