Soc. Generale Call 250 MCO 21.06.2024
/ DE000SV1KTV5
Soc. Generale Call 250 MCO 21.06..../ DE000SV1KTV5 /
16/05/2024 15:29:28 |
Chg.-0.990 |
Bid16:23:51 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
13.670EUR |
-6.75% |
14.960 Bid Size: 8,000 |
- Ask Size: - |
Moodys Corp |
250.00 - |
21/06/2024 |
Call |
Master data
WKN: |
SV1KTV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 - |
Maturity: |
21/06/2024 |
Issue date: |
28/02/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.74 |
Intrinsic value: |
12.65 |
Implied volatility: |
1.65 |
Historic volatility: |
0.18 |
Parity: |
12.65 |
Time value: |
1.96 |
Break-even: |
396.10 |
Moneyness: |
1.51 |
Premium: |
0.05 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.85 |
Theta: |
-0.64 |
Omega: |
2.20 |
Rho: |
0.17 |
Quote data
Open: |
13.350 |
High: |
13.690 |
Low: |
13.350 |
Previous Close: |
14.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.37% |
1 Month |
|
|
+17.34% |
3 Months |
|
|
+19.28% |
YTD |
|
|
+3.88% |
1 Year |
|
|
+75.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.660 |
13.680 |
1M High / 1M Low: |
14.660 |
11.360 |
6M High / 6M Low: |
14.730 |
10.390 |
High (YTD): |
07/02/2024 |
14.730 |
Low (YTD): |
19/02/2024 |
10.570 |
52W High: |
07/02/2024 |
14.730 |
52W Low: |
27/10/2023 |
6.550 |
Avg. price 1W: |
|
14.000 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.562 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
12.505 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
10.843 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
42.21% |
Volatility 6M: |
|
56.46% |
Volatility 1Y: |
|
57.58% |
Volatility 3Y: |
|
- |