Soc. Generale Call 115 PM 17.01.2025
/ DE000SV1KV78
Soc. Generale Call 115 PM 17.01.2.../ DE000SV1KV78 /
| 14/11/2024 15:04:17 |
Chg.-0.040 |
Bid15:08:28 |
Ask15:08:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-3.60% |
1.060
Bid Size: 3,000 |
1.150
Ask Size: 3,000 |
Philip Morris Intern... |
115.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
SV1KV7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
28/02/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.97 |
| Time value: |
0.16 |
| Break-even: |
120.14 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
8.79 |
| Rho: |
0.15 |
Quote data
| Open: |
1.070 |
| High: |
1.080 |
| Low: |
1.030 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.94% |
| 1 Month |
|
|
+27.38% |
| 3 Months |
|
|
+44.59% |
| YTD |
|
|
+494.44% |
| 1 Year |
|
|
+568.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.010 |
| 1M High / 1M Low: |
1.790 |
0.710 |
| 6M High / 6M Low: |
1.790 |
0.150 |
| High (YTD): |
24/10/2024 |
1.790 |
| Low (YTD): |
01/03/2024 |
0.061 |
| 52W High: |
24/10/2024 |
1.790 |
| 52W Low: |
01/03/2024 |
0.061 |
| Avg. price 1W: |
|
1.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.691 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.418 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
495.78% |
| Volatility 6M: |
|
244.56% |
| Volatility 1Y: |
|
214.86% |
| Volatility 3Y: |
|
- |
