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Soc. Generale Call 95 PM 20.09.20.../  DE000SW1Y027  /

EUWAX
8/16/2024  9:51:44 AM Chg.+0.04 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.94EUR +2.11% -
Bid Size: -		 -
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: 5.00
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 2.09
Implied volatility: 0.45
Historic volatility: 0.15
Parity: 2.09
Time value: 0.06
Break-even: 108.08
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.03
Omega: 4.74
Rho: 0.08
 

Quote data

Open: 1.94
High: 1.94
Low: 1.94
Previous Close: 1.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.51%
1 Month  
+86.54%
3 Months  
+158.67%
YTD  
+218.03%
1 Year  
+148.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.95 1.68
1M High / 1M Low: 2.10 1.04
6M High / 6M Low: 2.10 0.25
High (YTD): 8/2/2024 2.10
Low (YTD): 4/16/2024 0.25
52W High: 8/2/2024 2.10
52W Low: 4/16/2024 0.25
Avg. price 1W:   1.80
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   0.00
Avg. price 1Y:   0.69
Avg. volume 1Y:   0.00
Volatility 1M:   140.09%
Volatility 6M:   152.50%
Volatility 1Y:   137.82%
Volatility 3Y:   -