Soc. Generale Call 90 PM 20.06.2025
/ DE000SU2YW31
Soc. Generale Call 90 PM 20.06.20.../ DE000SU2YW31 /
6/26/2024 9:45:09 PM |
Chg.+0.010 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
+0.64% |
1.570 Bid Size: 3,000 |
1.580 Ask Size: 3,000 |
Philip Morris Intern... |
90.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
SU2YW3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Philip Morris International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
11/29/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
1.12 |
Implied volatility: |
0.18 |
Historic volatility: |
0.15 |
Parity: |
1.12 |
Time value: |
0.46 |
Break-even: |
99.84 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.64% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
5.05 |
Rho: |
0.63 |
Quote data
Open: |
1.530 |
High: |
1.570 |
Low: |
1.490 |
Previous Close: |
1.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.03% |
1 Month |
|
|
+16.30% |
3 Months |
|
|
+91.46% |
YTD |
|
|
+41.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.560 |
1.400 |
1M High / 1M Low: |
1.630 |
1.300 |
6M High / 6M Low: |
1.630 |
0.730 |
High (YTD): |
6/11/2024 |
1.630 |
Low (YTD): |
3/1/2024 |
0.730 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.472 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.483 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.090 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.23% |
Volatility 6M: |
|
86.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |