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Soc. Generale Call 115 PM 20.12.2.../  DE000SU2TNU0  /

Frankfurt Zert./SG
17/07/2024  21:44:42 Chg.+0.080 Bid08:00:00 Ask08:00:00 Underlying Strike price Expiration date Option type
0.330EUR +32.00% 0.320
Bid Size: 9,400		 0.350
Ask Size: 9,400		 Philip Morris Intern... 115.00 USD 20/12/2024 Call
 

Master data

WKN: SU2TNU
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 20/12/2024
Issue date: 27/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.04
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.82
Time value: 0.27
Break-even: 108.18
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.34
Theta: -0.02
Omega: 12.13
Rho: 0.13
 

Quote data

Open: 0.250
High: 0.350
Low: 0.250
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+135.71%
3 Months  
+297.59%
YTD  
+94.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.220
1M High / 1M Low: 0.330 0.140
6M High / 6M Low: 0.330 0.055
High (YTD): 17/07/2024 0.330
Low (YTD): 01/03/2024 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.121
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.67%
Volatility 6M:   194.21%
Volatility 1Y:   -
Volatility 3Y:   -