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

Frankfurt Zert./SG
2024-06-28  9:50:12 PM Chg.-0.020 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.270EUR -6.90% 0.270
Bid Size: 10,000		 0.280
Ask Size: 10,000		 Philip Morris Intern... 110.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.61
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.81
Time value: 0.29
Break-even: 105.57
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.35
Theta: -0.02
Omega: 11.38
Rho: 0.14
 

Quote data

Open: 0.280
High: 0.290
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.39%
1 Month  
+22.73%
3 Months  
+170.00%
YTD  
+12.50%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.360 0.220
6M High / 6M Low: 0.360 0.089
High (YTD): 2024-06-06 0.360
Low (YTD): 2024-03-01 0.089
52W High: 2023-07-13 0.580
52W Low: 2024-03-01 0.089
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   161.76%
Volatility 6M:   183.52%
Volatility 1Y:   149.72%
Volatility 3Y:   -