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Soc. Generale Call 250 MCO 21.06..../  DE000SV1KTV5  /

Frankfurt Zert./SG
04/06/2024  12:40:39 Chg.-1.210 Bid13:18:33 Ask- Underlying Strike price Expiration date Option type
12.500EUR -8.83% 12.510
Bid Size: 750		 -
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: 2.65
Leverage: Yes

Calculated values

Fair value: 11.87
Intrinsic value: 11.82
Implied volatility: 2.40
Historic volatility: 0.18
Parity: 11.82
Time value: 2.06
Break-even: 388.80
Moneyness: 1.47
Premium: 0.06
Premium p.a.: 2.21
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -1.36
Omega: 2.24
Rho: 0.08
 

Quote data

Open: 12.480
High: 12.600
Low: 12.480
Previous Close: 13.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.47%
1 Month  
+2.71%
3 Months  
+0.40%
YTD
  -5.02%
1 Year  
+34.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.280 13.290
1M High / 1M Low: 15.220 12.600
6M High / 6M Low: 15.220 10.570
High (YTD): 22/05/2024 15.220
Low (YTD): 19/02/2024 10.570
52W High: 22/05/2024 15.220
52W Low: 27/10/2023 6.550
Avg. price 1W:   13.722
Avg. volume 1W:   0.000
Avg. price 1M:   14.128
Avg. volume 1M:   0.000
Avg. price 6M:   12.845
Avg. volume 6M:   0.000
Avg. price 1Y:   11.156
Avg. volume 1Y:   0.000
Volatility 1M:   47.63%
Volatility 6M:   56.84%
Volatility 1Y:   57.20%
Volatility 3Y:   -