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

Frankfurt Zert./SG
2024-05-17  9:41:43 PM Chg.-0.030 Bid9:59:35 PM Ask- Underlying Strike price Expiration date Option type
15.290EUR -0.20% 15.380
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: 2.49
Leverage: Yes

Calculated values

Fair value: 13.24
Intrinsic value: 12.91
Implied volatility: 0.92
Historic volatility: 0.18
Parity: 12.91
Time value: 2.29
Break-even: 402.00
Moneyness: 1.52
Premium: 0.06
Premium p.a.: 0.19
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: -0.20
Omega: 2.14
Rho: 0.60
 

Quote data

Open: 13.910
High: 15.290
Low: 13.910
Previous Close: 15.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.00%
1 Month  
+24.82%
3 Months  
+29.80%
YTD  
+13.26%
1 Year  
+82.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.320 14.070
1M High / 1M Low: 15.320 11.730
6M High / 6M Low: 15.320 10.920
High (YTD): 2024-05-16 15.320
Low (YTD): 2024-02-19 10.920
52W High: 2024-05-16 15.320
52W Low: 2023-10-27 7.150
Avg. price 1W:   14.590
Avg. volume 1W:   0.000
Avg. price 1M:   13.049
Avg. volume 1M:   0.000
Avg. price 6M:   12.902
Avg. volume 6M:   0.000
Avg. price 1Y:   11.322
Avg. volume 1Y:   3.750
Volatility 1M:   39.04%
Volatility 6M:   54.19%
Volatility 1Y:   54.35%
Volatility 3Y:   -