OverviewChartNewsTraderScreen

Soc. Generale Call 250 MCO 20.09..../  DE000SV1KTW3  /

EUWAX
2024-05-29  8:10:34 AM Chg.-0.78 Bid12:06:30 PM Ask12:06:30 PM Underlying Strike price Expiration date Option type
13.16EUR -5.60% 13.48
Bid Size: 750		 -
Ask Size: -		 Moodys Corp 250.00 - 2024-09-20 Call
 

Master data

WKN: SV1KTW
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-09-20
Issue date: 2023-02-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.55
Leverage: Yes

Calculated values

Fair value: 12.69
Intrinsic value: 12.40
Implied volatility: 0.95
Historic volatility: 0.18
Parity: 12.40
Time value: 2.25
Break-even: 396.50
Moneyness: 1.50
Premium: 0.06
Premium p.a.: 0.21
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.22
Omega: 2.18
Rho: 0.54
 

Quote data

Open: 13.16
High: 13.16
Low: 13.16
Previous Close: 13.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.39%
1 Month  
+21.29%
3 Months  
+13.55%
YTD
  -2.08%
1 Year  
+46.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.40 13.55
1M High / 1M Low: 14.40 10.63
6M High / 6M Low: 14.40 10.44
High (YTD): 2024-05-23 14.40
Low (YTD): 2024-04-17 10.44
52W High: 2024-05-23 14.40
52W Low: 2023-10-27 7.18
Avg. price 1W:   13.97
Avg. volume 1W:   0.00
Avg. price 1M:   12.82
Avg. volume 1M:   0.00
Avg. price 6M:   12.53
Avg. volume 6M:   0.00
Avg. price 1Y:   11.22
Avg. volume 1Y:   0.00
Volatility 1M:   52.27%
Volatility 6M:   58.87%
Volatility 1Y:   55.92%
Volatility 3Y:   -