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Soc. Generale Call 95 4I1 17.01.2.../  DE000SV1KV52  /

Frankfurt Zert./SG
14/11/2024  13:23:37 Chg.-0.050 Bid14:15:24 Ask- Underlying Strike price Expiration date Option type
2.850EUR -1.72% 2.880
Bid Size: 2,000		 -
Ask Size: -		 PHILIP MORRIS INTL I... 95.00 - 17/01/2025 Call
 

Master data

WKN: SV1KV5
Issuer: Société Générale
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 17/01/2025
Issue date: 28/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.06
Leverage: Yes

Calculated values

Fair value: 2.40
Intrinsic value: 2.35
Implied volatility: 0.79
Historic volatility: 0.18
Parity: 2.35
Time value: 0.57
Break-even: 124.20
Moneyness: 1.25
Premium: 0.05
Premium p.a.: 0.31
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: -0.09
Omega: 3.25
Rho: 0.12
 

Quote data

Open: 2.870
High: 2.880
Low: 2.830
Previous Close: 2.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.64%
1 Month  
+17.77%
3 Months  
+46.15%
YTD  
+295.83%
1 Year  
+352.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.960 2.750
1M High / 1M Low: 3.570 2.330
6M High / 6M Low: 3.570 0.810
High (YTD): 24/10/2024 3.570
Low (YTD): 01/03/2024 0.390
52W High: 24/10/2024 3.570
52W Low: 01/03/2024 0.390
Avg. price 1W:   2.866
Avg. volume 1W:   0.000
Avg. price 1M:   3.010
Avg. volume 1M:   0.000
Avg. price 6M:   1.957
Avg. volume 6M:   0.000
Avg. price 1Y:   1.304
Avg. volume 1Y:   0.000
Volatility 1M:   185.59%
Volatility 6M:   109.52%
Volatility 1Y:   114.67%
Volatility 3Y:   -