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

EUWAX
10/4/2024  1:22:03 PM Chg.-0.06 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.18EUR -4.84% -
Bid Size: -		 -
Ask Size: -		 Philip Morris Intern... 110.00 USD 3/21/2025 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: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.79
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.76
Implied volatility: 0.24
Historic volatility: 0.15
Parity: 0.76
Time value: 0.46
Break-even: 111.88
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.83%
Delta: 0.73
Theta: -0.02
Omega: 6.45
Rho: 0.31
 

Quote data

Open: 1.16
High: 1.18
Low: 1.16
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.28%
1 Month
  -29.34%
3 Months  
+202.56%
YTD  
+268.75%
1 Year  
+187.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.24
1M High / 1M Low: 1.79 1.18
6M High / 6M Low: 1.79 0.16
High (YTD): 9/10/2024 1.79
Low (YTD): 3/4/2024 0.13
52W High: 9/10/2024 1.79
52W Low: 3/4/2024 0.13
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   0.72
Avg. volume 6M:   0.00
Avg. price 1Y:   0.50
Avg. volume 1Y:   0.00
Volatility 1M:   82.54%
Volatility 6M:   140.23%
Volatility 1Y:   133.77%
Volatility 3Y:   -