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

EUWAX
18/10/2024  08:32:15 Chg.-0.030 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.480EUR -5.88% -
Bid Size: -		 -
Ask Size: -		 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: 20.93
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.01
Implied volatility: 0.27
Historic volatility: 0.15
Parity: 0.01
Time value: 0.52
Break-even: 116.11
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.55
Theta: -0.04
Omega: 11.43
Rho: 0.10
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -11.11%
3 Months  
+152.63%
YTD  
+336.36%
1 Year  
+220.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.480
1M High / 1M Low: 0.560 0.430
6M High / 6M Low: 0.960 0.046
High (YTD): 10/09/2024 0.960
Low (YTD): 04/03/2024 0.029
52W High: 10/09/2024 0.960
52W Low: 04/03/2024 0.029
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   0.199
Avg. volume 1Y:   0.000
Volatility 1M:   104.02%
Volatility 6M:   205.74%
Volatility 1Y:   188.12%
Volatility 3Y:   -