Soc. Generale Call 85 PM 20.09.2024
/ DE000SW1Y019
Soc. Generale Call 85 PM 20.09.20.../ DE000SW1Y019 /
| 7/8/2024 9:51:01 AM |
Chg.- |
Bid8:08:57 AM |
Ask8:08:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
- |
1.66
Bid Size: 3,000 |
-
Ask Size: - |
Philip Morris Intern... |
85.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
1.58 |
| Time value: |
0.12 |
| Break-even: |
95.52 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
5.06 |
| Rho: |
0.14 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.25% |
| 1 Month |
|
|
-6.90% |
| 3 Months |
|
|
+107.69% |
| YTD |
|
|
+37.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.53 |
| 1M High / 1M Low: |
1.74 |
1.46 |
| 6M High / 6M Low: |
1.74 |
0.68 |
| High (YTD): |
6/26/2024 |
1.74 |
| Low (YTD): |
4/16/2024 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.24% |
| Volatility 6M: |
|
103.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
