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Soc. Generale Call 80 PM 20.12.20.../  DE000SV6HNZ4  /

EUWAX
7/10/2024  8:51:32 AM Chg.-0.09 Bid5:51:20 PM Ask5:51:20 PM Underlying Strike price Expiration date Option type
2.06EUR -4.19% 2.23
Bid Size: 70,000		 -
Ask Size: -		 Philip Morris Intern... 80.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/18/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.39
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 2.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: 2.00
Time value: 0.14
Break-even: 95.38
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 4.26
Rho: 0.31
 

Quote data

Open: 2.06
High: 2.06
Low: 2.06
Previous Close: 2.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.37%
1 Month
  -4.63%
3 Months  
+62.20%
YTD  
+30.38%
1 Year  
+3.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.15 2.04
1M High / 1M Low: 2.21 1.98
6M High / 6M Low: 2.21 1.08
High (YTD): 6/12/2024 2.21
Low (YTD): 3/4/2024 1.08
52W High: 6/12/2024 2.21
52W Low: 3/4/2024 1.08
Avg. price 1W:   2.10
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:   46.81%
Volatility 6M:   74.16%
Volatility 1Y:   68.94%
Volatility 3Y:   -