Soc. Generale Call 85 PM 20.09.2024
/ DE000SW1Y019
Soc. Generale Call 85 PM 20.09.20.../ DE000SW1Y019 /
| 2024-08-02 9:27:06 AM |
Chg.+0.26 |
Bid1:16:41 PM |
Ask1:16:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
+9.49% |
3.00
Bid Size: 2,000 |
-
Ask Size: - |
Philip Morris Intern... |
85.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1Y01 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
3.01 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.15 |
| Parity: |
3.01 |
| Time value: |
0.06 |
| Break-even: |
109.50 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
3.45 |
| Rho: |
0.10 |
Quote data
| Open: |
3.00 |
| High: |
3.00 |
| Low: |
3.00 |
| Previous Close: |
2.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.28% |
| 1 Month |
|
|
+87.50% |
| 3 Months |
|
|
+158.62% |
| YTD |
|
|
+154.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
2.58 |
| 1M High / 1M Low: |
2.75 |
1.53 |
| 6M High / 6M Low: |
2.75 |
0.68 |
| High (YTD): |
2024-07-31 |
2.75 |
| Low (YTD): |
2024-04-16 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.74% |
| Volatility 6M: |
|
103.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
