Soc. Generale Call 250 MCO 20.09.2024
/ DE000SV1KTW3
Soc. Generale Call 250 MCO 20.09..../ DE000SV1KTW3 /
21/05/2024 12:51:18 |
Chg.+0.07 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
14.16EUR |
+0.50% |
- Bid Size: - |
- Ask Size: - |
Moodys Corp |
250.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SV1KTW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 - |
Maturity: |
20/09/2024 |
Issue date: |
28/02/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.30 |
Intrinsic value: |
12.99 |
Implied volatility: |
0.93 |
Historic volatility: |
0.18 |
Parity: |
12.99 |
Time value: |
2.26 |
Break-even: |
402.50 |
Moneyness: |
1.52 |
Premium: |
0.06 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.86 |
Theta: |
-0.21 |
Omega: |
2.14 |
Rho: |
0.58 |
Quote data
Open: |
13.96 |
High: |
14.16 |
Low: |
13.96 |
Previous Close: |
14.09 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.67% |
1 Month |
|
|
+28.96% |
3 Months |
|
|
+25.31% |
YTD |
|
|
+5.36% |
1 Year |
|
|
+50.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.16 |
13.03 |
1M High / 1M Low: |
14.16 |
10.63 |
6M High / 6M Low: |
14.25 |
10.44 |
High (YTD): |
01/02/2024 |
14.25 |
Low (YTD): |
17/04/2024 |
10.44 |
52W High: |
01/02/2024 |
14.25 |
52W Low: |
27/10/2023 |
7.18 |
Avg. price 1W: |
|
13.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
12.43 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
11.13 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
52.32% |
Volatility 6M: |
|
58.51% |
Volatility 1Y: |
|
56.02% |
Volatility 3Y: |
|
- |