Soc. Generale Call 260 MCO 21.06.2024
/ DE000SV44GR2
Soc. Generale Call 260 MCO 21.06..../ DE000SV44GR2 /
| 6/4/2024 9:47:32 AM |
Chg.+0.33 |
Bid5:56:02 PM |
Ask5:56:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.63EUR |
+2.92% |
13.29
Bid Size: 8,000 |
-
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: |
2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.87 |
| Intrinsic value: |
10.82 |
| Implied volatility: |
2.28 |
| Historic volatility: |
0.18 |
| Parity: |
10.82 |
| Time value: |
2.15 |
| Break-even: |
389.70 |
| Moneyness: |
1.42 |
| Premium: |
0.06 |
| Premium p.a.: |
2.37 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-1.36 |
| Omega: |
2.36 |
| Rho: |
0.08 |
Quote data
| Open: |
11.63 |
| High: |
11.63 |
| Low: |
11.63 |
| Previous Close: |
11.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.29% |
| 1 Month |
|
|
+21.65% |
| 3 Months |
|
|
+10.55% |
| YTD |
|
|
-5.22% |
| 1 Year |
|
|
+34.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.28 |
11.10 |
| 1M High / 1M Low: |
13.11 |
10.00 |
| 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: |
|
11.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
10.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
60.01% |
| Volatility 6M: |
|
63.76% |
| Volatility 1Y: |
|
62.60% |
| Volatility 3Y: |
|
- |
