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

EUWAX
2024-05-15  8:10:20 AM Chg.+0.39 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
13.03EUR +3.09% -
Bid Size: -		 -
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: 2.59
Leverage: Yes

Calculated values

Fair value: 12.52
Intrinsic value: 12.18
Implied volatility: 0.87
Historic volatility: 0.18
Parity: 12.18
Time value: 2.18
Break-even: 393.60
Moneyness: 1.49
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.19
Omega: 2.21
Rho: 0.61
 

Quote data

Open: 13.03
High: 13.03
Low: 13.03
Previous Close: 12.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.74%
1 Month  
+10.89%
3 Months  
+23.51%
YTD
  -3.05%
1 Year  
+51.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.47 12.50
1M High / 1M Low: 13.47 10.44
6M High / 6M Low: 14.25 10.44
High (YTD): 2024-02-01 14.25
Low (YTD): 2024-04-17 10.44
52W High: 2024-02-01 14.25
52W Low: 2023-10-27 7.18
Avg. price 1W:   12.82
Avg. volume 1W:   0.00
Avg. price 1M:   11.48
Avg. volume 1M:   0.00
Avg. price 6M:   12.32
Avg. volume 6M:   0.00
Avg. price 1Y:   11.03
Avg. volume 1Y:   0.00
Volatility 1M:   65.84%
Volatility 6M:   58.38%
Volatility 1Y:   56.42%
Volatility 3Y:   -