OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
09/07/2024  15:39:52 Chg.+0.020 Bid16:02:16 Ask16:02:16 Underlying Strike price Expiration date Option type
1.300EUR +1.56% 1.270
Bid Size: 80,000		 1.280
Ask Size: 80,000		 Philip Morris Intern... 90.00 USD 20/09/2024 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: 20/09/2024
Issue date: 28/02/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.29
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.16
Implied volatility: 0.28
Historic volatility: 0.15
Parity: 1.16
Time value: 0.14
Break-even: 96.10
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: -0.01
Spread %: -0.76%
Delta: 0.88
Theta: -0.02
Omega: 6.39
Rho: 0.14
 

Quote data

Open: 1.250
High: 1.300
Low: 1.210
Previous Close: 1.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.69%
1 Month
  -4.41%
3 Months  
+136.36%
YTD  
+51.16%
1 Year
  -2.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.150
1M High / 1M Low: 1.370 1.110
6M High / 6M Low: 1.390 0.450
High (YTD): 06/06/2024 1.390
Low (YTD): 15/04/2024 0.450
52W High: 13/07/2023 1.430
52W Low: 15/04/2024 0.450
Avg. price 1W:   1.222
Avg. volume 1W:   0.000
Avg. price 1M:   1.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.830
Avg. volume 6M:   0.000
Avg. price 1Y:   0.915
Avg. volume 1Y:   0.000
Volatility 1M:   80.82%
Volatility 6M:   128.54%
Volatility 1Y:   109.59%
Volatility 3Y:   -