OverviewChartNewsTraderScreen

Soc. Generale Call 85 PM 17.01.20.../  DE000SV1KV45  /

Frankfurt Zert./SG
7/10/2024  9:47:52 PM Chg.+0.030 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
1.800EUR +1.69% 1.820
Bid Size: 3,000		 1.830
Ask Size: 3,000		 Philip Morris Intern... 85.00 USD 1/17/2025 Call
 

Master data

WKN: SV1KV4
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 1/17/2025
Issue date: 2/28/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.40
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.54
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 1.54
Time value: 0.20
Break-even: 96.00
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.58%
Delta: 0.92
Theta: -0.01
Omega: 4.99
Rho: 0.36
 

Quote data

Open: 1.680
High: 1.810
Low: 1.670
Previous Close: 1.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -1.64%
3 Months  
+100.00%
YTD  
+44.00%
1 Year  
+6.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.790 1.650
1M High / 1M Low: 1.860 1.600
6M High / 6M Low: 1.870 0.840
High (YTD): 6/6/2024 1.870
Low (YTD): 3/1/2024 0.840
52W High: 6/6/2024 1.870
52W Low: 3/1/2024 0.840
Avg. price 1W:   1.732
Avg. volume 1W:   0.000
Avg. price 1M:   1.727
Avg. volume 1M:   0.000
Avg. price 6M:   1.278
Avg. volume 6M:   0.000
Avg. price 1Y:   1.332
Avg. volume 1Y:   0.000
Volatility 1M:   58.56%
Volatility 6M:   88.96%
Volatility 1Y:   80.11%
Volatility 3Y:   -