Soc. Generale Call 95 PM 20.09.2024
/ DE000SW1Y027
Soc. Generale Call 95 PM 20.09.20.../ DE000SW1Y027 /
| 7/31/2024 7:58:29 PM |
Chg.+0.140 |
Bid8:06:18 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
+7.33% |
2.030
Bid Size: 70,000 |
-
Ask Size: - |
Philip Morris Intern... |
95.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW1Y02 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.15 |
| Parity: |
1.82 |
| Time value: |
0.09 |
| Break-even: |
106.94 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
5.18 |
| Rho: |
0.11 |
Quote data
| Open: |
1.830 |
| High: |
2.050 |
| Low: |
1.820 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
+318.37% |
| YTD |
|
|
+236.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
1.640 |
| 1M High / 1M Low: |
1.910 |
0.770 |
| 6M High / 6M Low: |
1.910 |
0.260 |
| High (YTD): |
7/30/2024 |
1.910 |
| Low (YTD): |
4/15/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.14% |
| Volatility 6M: |
|
165.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
