Soc. Generale Call 90 PM 20.12.2024
/ DE000SV46AS8
Soc. Generale Call 90 PM 20.12.20.../ DE000SV46AS8 /
10/18/2024 9:50:32 PM |
Chg.0.000 |
Bid9:58:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.870EUR |
0.00% |
2.870 Bid Size: 2,000 |
- Ask Size: - |
Philip Morris Intern... |
90.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SV46AS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Philip Morris International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/9/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.83 |
Intrinsic value: |
2.78 |
Implied volatility: |
0.46 |
Historic volatility: |
0.15 |
Parity: |
2.78 |
Time value: |
0.10 |
Break-even: |
111.91 |
Moneyness: |
1.33 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.02 |
Omega: |
3.65 |
Rho: |
0.13 |
Quote data
Open: |
2.810 |
High: |
2.910 |
Low: |
2.790 |
Previous Close: |
2.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.41% |
1 Month |
|
|
+6.69% |
3 Months |
|
|
+64.00% |
YTD |
|
|
+198.96% |
1 Year |
|
|
+202.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.950 |
2.860 |
1M High / 1M Low: |
2.950 |
2.650 |
6M High / 6M Low: |
3.440 |
0.870 |
High (YTD): |
9/9/2024 |
3.440 |
Low (YTD): |
3/1/2024 |
0.570 |
52W High: |
9/9/2024 |
3.440 |
52W Low: |
3/1/2024 |
0.570 |
Avg. price 1W: |
|
2.888 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.816 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.427 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
34.58% |
Volatility 6M: |
|
83.17% |
Volatility 1Y: |
|
93.40% |
Volatility 3Y: |
|
- |