OverviewChartNewsTraderScreen

Soc. Generale Call 120 PM 20.12.2.../  DE000SV46AV2  /

Frankfurt Zert./SG
16/07/2024  21:46:21 Chg.+0.010 Bid08:00:00 Ask08:00:00 Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.150
Bid Size: 10,000		 0.170
Ask Size: 10,000		 Philip Morris Intern... 120.00 USD 20/12/2024 Call
 

Master data

WKN: SV46AV
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.27
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -1.37
Time value: 0.15
Break-even: 111.61
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.21
Theta: -0.01
Omega: 13.75
Rho: 0.08
 

Quote data

Open: 0.130
High: 0.150
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+51.52%
3 Months  
+194.12%
YTD  
+25.00%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.150 0.085
6M High / 6M Low: 0.150 0.035
High (YTD): 16/07/2024 0.150
Low (YTD): 28/03/2024 0.035
52W High: 28/07/2023 0.300
52W Low: 28/03/2024 0.035
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.074
Avg. volume 6M:   0.000
Avg. price 1Y:   0.124
Avg. volume 1Y:   0.000
Volatility 1M:   182.89%
Volatility 6M:   203.23%
Volatility 1Y:   166.39%
Volatility 3Y:   -