Soc. Generale Call 250 MCO 21.06.2024
/ DE000SV1KTV5
Soc. Generale Call 250 MCO 21.06..../ DE000SV1KTV5 /
22/05/2024 12:47:37 |
Chg.+0.02 |
Bid15:25:42 |
Ask15:25:42 |
Underlying |
Strike price |
Expiration date |
Option type |
13.89EUR |
+0.14% |
13.88 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: |
2.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.12 |
Intrinsic value: |
13.05 |
Implied volatility: |
1.83 |
Historic volatility: |
0.18 |
Parity: |
13.05 |
Time value: |
1.96 |
Break-even: |
400.10 |
Moneyness: |
1.52 |
Premium: |
0.05 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.86 |
Theta: |
-0.77 |
Omega: |
2.17 |
Rho: |
0.14 |
Quote data
Open: |
13.66 |
High: |
13.89 |
Low: |
13.66 |
Previous Close: |
13.87 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.63% |
1 Month |
|
|
+31.29% |
3 Months |
|
|
+26.97% |
YTD |
|
|
+5.95% |
1 Year |
|
|
+55.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.87 |
12.67 |
1M High / 1M Low: |
13.87 |
10.24 |
6M High / 6M Low: |
13.94 |
10.08 |
High (YTD): |
01/02/2024 |
13.94 |
Low (YTD): |
17/04/2024 |
10.08 |
52W High: |
01/02/2024 |
13.94 |
52W Low: |
27/10/2023 |
6.58 |
Avg. price 1W: |
|
13.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
12.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
10.68 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
55.81% |
Volatility 6M: |
|
61.27% |
Volatility 1Y: |
|
59.63% |
Volatility 3Y: |
|
- |