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Soc. Generale Call 80 PM 17.01.20.../  DE000SV2LTX7  /

EUWAX
7/9/2024  9:29:21 AM Chg.+0.03 Bid5:45:28 PM Ask5:45:28 PM Underlying Strike price Expiration date Option type
2.13EUR +1.43% 2.20
Bid Size: 70,000		 -
Ask Size: -		 Philip Morris Intern... 80.00 USD 1/17/2025 Call
 

Master data

WKN: SV2LTX
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 1/17/2025
Issue date: 3/24/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.25
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 2.09
Implied volatility: 0.17
Historic volatility: 0.15
Parity: 2.09
Time value: 0.14
Break-even: 96.16
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 4.20
Rho: 0.38
 

Quote data

Open: 2.13
High: 2.13
Low: 2.13
Previous Close: 2.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.43%
1 Month
  -4.05%
3 Months  
+73.17%
YTD  
+34.81%
1 Year  
+4.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 2.02
1M High / 1M Low: 2.23 1.95
6M High / 6M Low: 2.23 1.11
High (YTD): 6/26/2024 2.23
Low (YTD): 3/4/2024 1.11
52W High: 6/26/2024 2.23
52W Low: 3/4/2024 1.11
Avg. price 1W:   2.08
Avg. volume 1W:   0.00
Avg. price 1M:   2.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   1.64
Avg. volume 1Y:   0.00
Volatility 1M:   50.46%
Volatility 6M:   73.64%
Volatility 1Y:   69.34%
Volatility 3Y:   -