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Soc. Generale Call 110 PM 20.06.2.../  DE000SU2YQ39  /

Frankfurt Zert./SG
29/08/2024  21:48:44 Chg.-0.010 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
1.580EUR -0.63% 1.590
Bid Size: 4,000		 1.600
Ask Size: 4,000		 Philip Morris Intern... 110.00 USD 20/06/2025 Call
 

Master data

WKN: SU2YQ3
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 20/06/2025
Issue date: 29/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.89
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.13
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 1.13
Time value: 0.47
Break-even: 114.88
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.82
Theta: -0.02
Omega: 5.66
Rho: 0.60
 

Quote data

Open: 1.560
High: 1.600
Low: 1.530
Previous Close: 1.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.27%
1 Month  
+36.21%
3 Months  
+243.48%
YTD  
+295.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.420
1M High / 1M Low: 1.590 1.160
6M High / 6M Low: 1.590 0.190
High (YTD): 28/08/2024 1.590
Low (YTD): 01/03/2024 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   1.498
Avg. volume 1W:   0.000
Avg. price 1M:   1.345
Avg. volume 1M:   278.435
Avg. price 6M:   0.620
Avg. volume 6M:   50.425
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.00%
Volatility 6M:   122.11%
Volatility 1Y:   -
Volatility 3Y:   -