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

EUWAX
28/06/2024  08:10:15 Chg.-0.02 Bid17:08:00 Ask17:08:00 Underlying Strike price Expiration date Option type
1.22EUR -1.61% 1.23
Bid Size: 80,000		 1.24
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: 7.53
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.08
Implied volatility: 0.28
Historic volatility: 0.15
Parity: 1.08
Time value: 0.18
Break-even: 96.65
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.80%
Delta: 0.85
Theta: -0.02
Omega: 6.37
Rho: 0.16
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.93%
1 Month  
+28.42%
3 Months  
+96.77%
YTD  
+40.23%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 1.10
1M High / 1M Low: 1.34 0.95
6M High / 6M Low: 1.34 0.42
High (YTD): 07/06/2024 1.34
Low (YTD): 16/04/2024 0.42
52W High: 14/07/2023 1.41
52W Low: 16/04/2024 0.42
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   0.79
Avg. volume 6M:   0.00
Avg. price 1Y:   0.91
Avg. volume 1Y:   0.00
Volatility 1M:   91.08%
Volatility 6M:   128.77%
Volatility 1Y:   112.41%
Volatility 3Y:   -