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Soc. Generale Call 110 PM 20.12.2.../  DE000SV46AU4  /

Frankfurt Zert./SG
8/8/2024  1:25:27 PM Chg.-0.030 Bid1:34:52 PM Ask1:34:52 PM Underlying Strike price Expiration date Option type
0.940EUR -3.09% 0.940
Bid Size: 4,000		 0.980
Ask Size: 4,000		 Philip Morris Intern... 110.00 USD 12/20/2024 Call
 

Master data

WKN: SV46AU
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.70
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.53
Implied volatility: 0.24
Historic volatility: 0.15
Parity: 0.53
Time value: 0.46
Break-even: 110.56
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.69
Theta: -0.03
Omega: 7.42
Rho: 0.23
 

Quote data

Open: 0.930
High: 0.960
Low: 0.930
Previous Close: 0.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.32%
1 Month  
+224.14%
3 Months  
+347.62%
YTD  
+291.67%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.870
1M High / 1M Low: 1.110 0.280
6M High / 6M Low: 1.110 0.089
High (YTD): 8/1/2024 1.110
Low (YTD): 3/1/2024 0.089
52W High: 8/1/2024 1.110
52W Low: 3/1/2024 0.089
Avg. price 1W:   0.992
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.282
Avg. volume 1Y:   0.000
Volatility 1M:   191.78%
Volatility 6M:   182.29%
Volatility 1Y:   160.68%
Volatility 3Y:   -