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

EUWAX
2024-07-24  8:27:27 AM Chg.+0.100 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.560EUR +21.74% -
Bid Size: -
-
Ask Size: -
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: 17.41
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.04
Time value: 0.58
Break-even: 107.18
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.56
Theta: -0.02
Omega: 9.73
Rho: 0.21
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+133.33%
3 Months  
+154.55%
YTD  
+124.00%
1 Year  
+21.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.400
1M High / 1M Low: 0.500 0.240
6M High / 6M Low: 0.500 0.080
High (YTD): 2024-07-18 0.500
Low (YTD): 2024-03-04 0.080
52W High: 2023-07-31 0.530
52W Low: 2024-03-04 0.080
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   0.000
Avg. price 1Y:   0.260
Avg. volume 1Y:   0.000
Volatility 1M:   186.46%
Volatility 6M:   174.52%
Volatility 1Y:   149.04%
Volatility 3Y:   -