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

Frankfurt Zert./SG
7/17/2024  9:53:54 AM Chg.-0.040 Bid10:15:07 AM Ask- Underlying Strike price Expiration date Option type
1.530EUR -2.55% 1.530
Bid Size: 3,000		 -
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: 6.12
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.48
Implied volatility: 0.32
Historic volatility: 0.15
Parity: 1.48
Time value: 0.11
Break-even: 98.45
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.02
Omega: 5.55
Rho: 0.13
 

Quote data

Open: 1.530
High: 1.530
Low: 1.520
Previous Close: 1.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.69%
1 Month  
+26.45%
3 Months  
+173.21%
YTD  
+77.91%
1 Year  
+12.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.300
1M High / 1M Low: 1.590 1.110
6M High / 6M Low: 1.590 0.450
High (YTD): 7/12/2024 1.590
Low (YTD): 4/15/2024 0.450
52W High: 7/12/2024 1.590
52W Low: 4/15/2024 0.450
Avg. price 1W:   1.496
Avg. volume 1W:   0.000
Avg. price 1M:   1.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.857
Avg. volume 6M:   0.000
Avg. price 1Y:   0.919
Avg. volume 1Y:   0.000
Volatility 1M:   86.83%
Volatility 6M:   128.83%
Volatility 1Y:   110.21%
Volatility 3Y:   -