Soc. Generale Call 110 PM 20.12.2024
/ DE000SV46AU4
Soc. Generale Call 110 PM 20.12.2.../ DE000SV46AU4 /
| 7/17/2024 12:21:39 PM |
Chg.0.000 |
Bid7/17/2024 |
Ask7/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.410
Bid Size: 7,400 |
0.440
Ask Size: 7,400 |
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: |
22.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.36 |
| Time value: |
0.43 |
| Break-even: |
105.20 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
10.52 |
| Rho: |
0.17 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.38% |
| 1 Month |
|
|
+51.85% |
| 3 Months |
|
|
+241.67% |
| YTD |
|
|
+70.83% |
| 1 Year |
|
|
-24.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.290 |
| 1M High / 1M Low: |
0.420 |
0.230 |
| 6M High / 6M Low: |
0.420 |
0.089 |
| High (YTD): |
7/12/2024 |
0.420 |
| Low (YTD): |
3/1/2024 |
0.089 |
| 52W High: |
7/28/2023 |
0.540 |
| 52W Low: |
3/1/2024 |
0.089 |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.264 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
168.53% |
| Volatility 6M: |
|
186.12% |
| Volatility 1Y: |
|
153.60% |
| Volatility 3Y: |
|
- |
