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Soc. Generale Call 42 PHM7 20.09..../  DE000SW1YP78  /

EUWAX
9/12/2024  10:14:30 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.990EUR - -
Bid Size: -		 -
Ask Size: -		 ALTRIA GRP INC. DL... 42.00 - 9/20/2024 Call
 

Master data

WKN: SW1YP7
Issuer: Société Générale
Currency: EUR
Underlying: ALTRIA GRP INC. DL-,333
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.00
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.55
Implied volatility: 2.59
Historic volatility: 0.17
Parity: 0.55
Time value: 0.40
Break-even: 51.50
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 65.77
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.70
Theta: -0.42
Omega: 3.50
Rho: 0.00
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 1.070
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -7.48%
1 Month  
+25.32%
3 Months  
+160.53%
YTD  
+607.14%
1 Year  
+160.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.990
1M High / 1M Low: 1.110 0.760
6M High / 6M Low: 1.110 0.140
High (YTD): 9/5/2024 1.110
Low (YTD): 3/5/2024 0.079
52W High: 9/5/2024 1.110
52W Low: 3/5/2024 0.079
Avg. price 1W:   1.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.950
Avg. volume 1M:   0.000
Avg. price 6M:   0.496
Avg. volume 6M:   0.000
Avg. price 1Y:   0.344
Avg. volume 1Y:   0.000
Volatility 1M:   71.91%
Volatility 6M:   128.04%
Volatility 1Y:   158.64%
Volatility 3Y:   -