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Soc. Generale Call 260 MCO 21.06..../  DE000SV44GR2  /

EUWAX
2024-05-15  9:46:47 AM Chg.+0.49 Bid6:39:36 PM Ask6:39:36 PM Underlying Strike price Expiration date Option type
11.87EUR +4.31% 13.92
Bid Size: 8,000		 -
Ask Size: -		 Moodys Corp 260.00 - 2024-06-21 Call
 

Master data

WKN: SV44GR
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 11.28
Intrinsic value: 11.18
Implied volatility: 1.47
Historic volatility: 0.18
Parity: 11.18
Time value: 1.91
Break-even: 390.90
Moneyness: 1.43
Premium: 0.05
Premium p.a.: 0.64
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.59
Omega: 2.39
Rho: 0.19
 

Quote data

Open: 11.87
High: 11.87
Low: 11.87
Previous Close: 11.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.36%
1 Month  
+16.37%
3 Months  
+26.55%
YTD
  -3.26%
1 Year  
+60.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.88 11.16
1M High / 1M Low: 11.88 9.21
6M High / 6M Low: 13.40 9.21
High (YTD): 2024-02-01 13.40
Low (YTD): 2024-04-17 9.21
52W High: 2024-02-01 13.40
52W Low: 2023-10-27 5.81
Avg. price 1W:   11.45
Avg. volume 1W:   0.00
Avg. price 1M:   10.19
Avg. volume 1M:   0.00
Avg. price 6M:   11.08
Avg. volume 6M:   0.00
Avg. price 1Y:   9.76
Avg. volume 1Y:   0.00
Volatility 1M:   60.76%
Volatility 6M:   62.73%
Volatility 1Y:   62.87%
Volatility 3Y:   -