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Soc. Generale Call 240 MSFT 20.12.../  DE000SD403V8  /

EUWAX
5/28/2024  9:22:50 AM Chg.+0.01 Bid12:22:05 PM Ask12:22:05 PM Underlying Strike price Expiration date Option type
1.82EUR +0.55% 1.80
Bid Size: 50,000		 -
Ask Size: -		 Microsoft Corporatio... 240.00 USD 12/20/2024 Call
 

Master data

WKN: SD403V
Issuer: Société Générale
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 12/20/2024
Issue date: 3/26/2021
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.18
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.75
Implied volatility: 0.49
Historic volatility: 0.19
Parity: 1.75
Time value: 0.07
Break-even: 402.97
Moneyness: 1.79
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.05
Omega: 2.10
Rho: 1.13
 

Quote data

Open: 1.82
High: 1.82
Low: 1.82
Previous Close: 1.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.25%
1 Month  
+7.06%
3 Months  
+11.66%
YTD  
+35.82%
1 Year  
+63.96%
3 Years  
+250.00%
5 Years     -
10 Years     -
1W High / 1W Low: 1.85 1.78
1M High / 1M Low: 1.85 1.54
6M High / 6M Low: 1.85 1.27
High (YTD): 5/23/2024 1.85
Low (YTD): 1/5/2024 1.29
52W High: 5/23/2024 1.85
52W Low: 9/26/2023 0.89
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   40.32
Avg. price 1Y:   1.34
Avg. volume 1Y:   43.14
Volatility 1M:   39.18%
Volatility 6M:   39.89%
Volatility 1Y:   49.53%
Volatility 3Y:   68.18%