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Soc. Generale Call 90 PM 21.03.20.../  DE000SW3PMY8  /

Frankfurt Zert./SG
7/4/2024  4:31:34 PM Chg.-0.020 Bid5:01:28 PM Ask5:01:28 PM Underlying Strike price Expiration date Option type
1.370EUR -1.44% 1.380
Bid Size: 3,000		 1.430
Ask Size: 3,000		 Philip Morris Intern... 90.00 USD 3/21/2025 Call
 

Master data

WKN: SW3PMY
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.57
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.06
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 1.06
Time value: 0.37
Break-even: 97.70
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.83
Theta: -0.01
Omega: 5.45
Rho: 0.45
 

Quote data

Open: 1.390
High: 1.390
Low: 1.360
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.52%
1 Month
  -9.87%
3 Months  
+77.92%
YTD  
+31.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.450 1.390
1M High / 1M Low: 1.560 1.320
6M High / 6M Low: 1.560 0.660
High (YTD): 6/6/2024 1.560
Low (YTD): 3/1/2024 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   1.420
Avg. volume 1W:   0.000
Avg. price 1M:   1.442
Avg. volume 1M:   0.000
Avg. price 6M:   1.030
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.85%
Volatility 6M:   95.95%
Volatility 1Y:   -
Volatility 3Y:   -