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Soc. Generale Call 90 PM 20.09.20.../  DE000SV1KV29  /

EUWAX
8/15/2024  8:10:04 AM Chg.+0.07 Bid5:38:31 PM Ask5:38:31 PM Underlying Strike price Expiration date Option type
2.35EUR +3.07% 2.51
Bid Size: 70,000		 -
Ask Size: -		 Philip Morris Intern... 90.00 USD 9/20/2024 Call
 

Master data

WKN: SV1KV2
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 9/20/2024
Issue date: 2/28/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.22
Leverage: Yes

Calculated values

Fair value: 2.50
Intrinsic value: 2.47
Implied volatility: 0.48
Historic volatility: 0.15
Parity: 2.47
Time value: 0.05
Break-even: 106.93
Moneyness: 1.30
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.02
Omega: 4.09
Rho: 0.08
 

Quote data

Open: 2.35
High: 2.35
Low: 2.35
Previous Close: 2.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.07%
1 Month  
+53.59%
3 Months  
+123.81%
YTD  
+170.11%
1 Year  
+121.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.39 2.13
1M High / 1M Low: 2.54 1.43
6M High / 6M Low: 2.54 0.42
High (YTD): 8/2/2024 2.54
Low (YTD): 4/16/2024 0.42
52W High: 8/2/2024 2.54
52W Low: 4/16/2024 0.42
Avg. price 1W:   2.24
Avg. volume 1W:   0.00
Avg. price 1M:   2.03
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   0.00
Avg. price 1Y:   0.97
Avg. volume 1Y:   0.00
Volatility 1M:   105.21%
Volatility 6M:   124.14%
Volatility 1Y:   116.24%
Volatility 3Y:   -