Soc. Generale Call 80 PM 20.12.2024
/ DE000SV6HNZ4
Soc. Generale Call 80 PM 20.12.20.../ DE000SV6HNZ4 /
2024-10-11 9:49:53 PM |
Chg.+0.050 |
Bid9:59:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.720EUR |
+1.36% |
3.740 Bid Size: 2,000 |
- Ask Size: - |
Philip Morris Intern... |
80.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SV6HNZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Philip Morris International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-18 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.71 |
Intrinsic value: |
3.67 |
Implied volatility: |
0.55 |
Historic volatility: |
0.15 |
Parity: |
3.67 |
Time value: |
0.08 |
Break-even: |
110.66 |
Moneyness: |
1.50 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.02 |
Omega: |
2.83 |
Rho: |
0.13 |
Quote data
Open: |
3.610 |
High: |
3.730 |
Low: |
3.590 |
Previous Close: |
3.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.91% |
1 Month |
|
|
-8.37% |
3 Months |
|
|
+48.21% |
YTD |
|
|
+136.94% |
1 Year |
|
|
+129.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.740 |
3.620 |
1M High / 1M Low: |
4.140 |
3.530 |
6M High / 6M Low: |
4.320 |
1.140 |
High (YTD): |
2024-09-09 |
4.320 |
Low (YTD): |
2024-04-15 |
1.140 |
52W High: |
2024-09-09 |
4.320 |
52W Low: |
2024-04-15 |
1.140 |
Avg. price 1W: |
|
3.676 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.745 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.745 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.098 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
40.62% |
Volatility 6M: |
|
67.69% |
Volatility 1Y: |
|
70.37% |
Volatility 3Y: |
|
- |