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

Frankfurt Zert./SG
18/10/2024  21:44:11 Chg.-0.020 Bid21:59:55 Ask21:59:55 Underlying Strike price Expiration date Option type
1.140EUR -1.72% 1.160
Bid Size: 3,000		 1.170
Ask Size: 3,000		 Philip Morris Intern... 110.00 USD 20/12/2024 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: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.48
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.94
Implied volatility: 0.30
Historic volatility: 0.15
Parity: 0.94
Time value: 0.23
Break-even: 113.28
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.86%
Delta: 0.79
Theta: -0.04
Omega: 7.49
Rho: 0.13
 

Quote data

Open: 1.110
High: 1.180
Low: 1.080
Previous Close: 1.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.56%
3 Months  
+137.50%
YTD  
+375.00%
1 Year  
+293.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 1.140
1M High / 1M Low: 1.260 1.020
6M High / 6M Low: 1.740 0.170
High (YTD): 09/09/2024 1.740
Low (YTD): 01/03/2024 0.089
52W High: 09/09/2024 1.740
52W Low: 01/03/2024 0.089
Avg. price 1W:   1.176
Avg. volume 1W:   0.000
Avg. price 1M:   1.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.713
Avg. volume 6M:   .031
Avg. price 1Y:   0.453
Avg. volume 1Y:   .016
Volatility 1M:   66.48%
Volatility 6M:   155.85%
Volatility 1Y:   158.83%
Volatility 3Y:   -