Soc. Generale Call 280 MCO 20.09.2024
/ DE000SW3WHV0
Soc. Generale Call 280 MCO 20.09..../ DE000SW3WHV0 /
| 10/06/2024 21:50:46 |
Chg.-0.260 |
Bid21:59:57 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.670EUR |
-2.18% |
11.750
Bid Size: 750 |
-
Ask Size: - |
Moodys Corp |
280.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW3WHV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.74 |
| Intrinsic value: |
9.45 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.18 |
| Parity: |
9.45 |
| Time value: |
2.39 |
| Break-even: |
398.40 |
| Moneyness: |
1.34 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.24 |
| Omega: |
2.58 |
| Rho: |
0.52 |
Quote data
| Open: |
10.480 |
| High: |
11.730 |
| Low: |
10.450 |
| Previous Close: |
11.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.15% |
| 1 Month |
|
|
-0.51% |
| 3 Months |
|
|
+11.67% |
| YTD |
|
|
+4.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.340 |
11.670 |
| 1M High / 1M Low: |
12.840 |
11.070 |
| 6M High / 6M Low: |
12.840 |
8.640 |
| High (YTD): |
22/05/2024 |
12.840 |
| Low (YTD): |
19/02/2024 |
8.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.751 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.43% |
| Volatility 6M: |
|
63.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
