OverviewChartNewsTraderScreen

Soc. Generale Call 110 PM 21.03.2.../  DE000SW3PM05  /

EUWAX
25/07/2024  08:28:09 Chg.+0.130 Bid14:30:09 Ask14:30:09 Underlying Strike price Expiration date Option type
0.840EUR +18.31% 0.860
Bid Size: 4,000		 0.900
Ask Size: 4,000		 Philip Morris Intern... 110.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PM0
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.96
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.13
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.13
Time value: 0.73
Break-even: 110.09
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.62
Theta: -0.02
Omega: 7.42
Rho: 0.36
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month  
+100.00%
3 Months  
+115.38%
YTD  
+162.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.610
1M High / 1M Low: 0.710 0.380
6M High / 6M Low: 0.710 0.130
High (YTD): 24/07/2024 0.710
Low (YTD): 04/03/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.483
Avg. volume 1M:   0.000
Avg. price 6M:   0.296
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.12%
Volatility 6M:   149.57%
Volatility 1Y:   -
Volatility 3Y:   -