Soc. Generale Call 85 4I1 17.01.2025
/ DE000SV1KV45
Soc. Generale Call 85 4I1 17.01.2.../ DE000SV1KV45 /
| 2024-10-28 8:12:51 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.18EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PHILIP MORRIS INTL I... |
85.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
SV1KV4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PHILIP MORRIS INTL INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-28 |
| Last trading day: |
2024-10-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.18 |
| Parity: |
3.35 |
| Time value: |
0.92 |
| Break-even: |
127.70 |
| Moneyness: |
1.39 |
| Premium: |
0.08 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.14 |
| Omega: |
2.26 |
| Rho: |
0.09 |
Quote data
| Open: |
4.18 |
| High: |
4.18 |
| Low: |
4.18 |
| Previous Close: |
4.43 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.22% |
| 3 Months |
|
|
+51.45% |
| YTD |
|
|
+234.40% |
| 1 Year |
|
|
+287.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.43 |
3.18 |
| 6M High / 6M Low: |
4.43 |
1.44 |
| High (YTD): |
2024-10-25 |
4.43 |
| Low (YTD): |
2024-03-04 |
0.81 |
| 52W High: |
2024-10-25 |
4.43 |
| 52W Low: |
2024-03-04 |
0.81 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
186.32% |
| Volatility 6M: |
|
78.35% |
| Volatility 1Y: |
|
86.70% |
| Volatility 3Y: |
|
- |
