Soc. Generale Call 260 MCO 21.06.2024
/ DE000SV44GR2
Soc. Generale Call 260 MCO 21.06..../ DE000SV44GR2 /
| 5/30/2024 9:34:01 AM |
Chg.-0.42 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.44EUR |
-3.54% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
260.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
SV44GR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
5/8/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.08 |
| Intrinsic value: |
11.02 |
| Implied volatility: |
1.86 |
| Historic volatility: |
0.18 |
| Parity: |
11.02 |
| Time value: |
1.80 |
| Break-even: |
388.20 |
| Moneyness: |
1.42 |
| Premium: |
0.05 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.94 |
| Omega: |
2.43 |
| Rho: |
0.11 |
Quote data
| Open: |
11.44 |
| High: |
11.44 |
| Low: |
11.44 |
| Previous Close: |
11.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.76% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+11.72% |
| YTD |
|
|
-6.76% |
| 1 Year |
|
|
+43.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.43 |
11.44 |
| 1M High / 1M Low: |
13.11 |
9.44 |
| 6M High / 6M Low: |
13.40 |
9.21 |
| High (YTD): |
2/1/2024 |
13.40 |
| Low (YTD): |
4/17/2024 |
9.21 |
| 52W High: |
2/1/2024 |
13.40 |
| 52W Low: |
10/27/2023 |
5.81 |
| Avg. price 1W: |
|
12.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
58.22% |
| Volatility 6M: |
|
64.09% |
| Volatility 1Y: |
|
62.63% |
| Volatility 3Y: |
|
- |
