Soc. Generale Call 120 PM 16.01.2026
/ DE000SW97ZC0
Soc. Generale Call 120 PM 16.01.2.../ DE000SW97ZC0 /
| 15/11/2024 21:51:29 |
Chg.+0.110 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
+6.47% |
1.770
Bid Size: 4,000 |
1.780
Ask Size: 4,000 |
Philip Morris Intern... |
120.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
SW97ZC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
10/05/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.82 |
| Time value: |
0.96 |
| Break-even: |
131.78 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
4.92 |
| Rho: |
0.81 |
Quote data
| Open: |
1.650 |
| High: |
1.860 |
| Low: |
1.620 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.53% |
| 1 Month |
|
|
+47.15% |
| 3 Months |
|
|
+63.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.460 |
| 1M High / 1M Low: |
1.990 |
1.110 |
| 6M High / 6M Low: |
1.990 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.023 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.49% |
| Volatility 6M: |
|
130.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
