Soc. Generale Call 44 PHM7 20.09.2024
/ DE000SW1YP86
Soc. Generale Call 44 PHM7 20.09..../ DE000SW1YP86 /
12/09/2024 10:14:30 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
- |
- Bid Size: - |
- Ask Size: - |
ALTRIA GRP INC. DL... |
44.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SW1YP8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ALTRIA GRP INC. DL-,333 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 - |
Maturity: |
20/09/2024 |
Issue date: |
07/08/2023 |
Last trading day: |
12/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.35 |
Implied volatility: |
2.29 |
Historic volatility: |
0.17 |
Parity: |
0.35 |
Time value: |
0.42 |
Break-even: |
51.70 |
Moneyness: |
1.08 |
Premium: |
0.09 |
Premium p.a.: |
80.72 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.66 |
Theta: |
-0.40 |
Omega: |
4.05 |
Rho: |
0.00 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.810 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-8.99% |
1 Month |
|
|
+32.79% |
3 Months |
|
|
+237.50% |
YTD |
|
|
+887.80% |
1 Year |
|
|
+189.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.810 |
1M High / 1M Low: |
0.930 |
0.590 |
6M High / 6M Low: |
0.930 |
0.075 |
High (YTD): |
05/09/2024 |
0.930 |
Low (YTD): |
05/03/2024 |
0.041 |
52W High: |
05/09/2024 |
0.930 |
52W Low: |
05/03/2024 |
0.041 |
Avg. price 1W: |
|
0.868 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.772 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.357 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.240 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
85.02% |
Volatility 6M: |
|
159.18% |
Volatility 1Y: |
|
177.46% |
Volatility 3Y: |
|
- |