Soc. Generale Call 280 MCO 20.09.2024
/ DE000SW3WHV0
Soc. Generale Call 280 MCO 20.09..../ DE000SW3WHV0 /
| 15/05/2024 09:39:19 |
Chg.+0.47 |
Bid11:45:49 |
Ask11:45:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.48EUR |
+4.70% |
10.77
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: |
3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.56 |
| Intrinsic value: |
9.18 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.18 |
| Parity: |
9.18 |
| Time value: |
2.53 |
| Break-even: |
397.10 |
| Moneyness: |
1.33 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.19 |
| Omega: |
2.58 |
| Rho: |
0.65 |
Quote data
| Open: |
10.48 |
| High: |
10.48 |
| Low: |
10.48 |
| Previous Close: |
10.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.71% |
| 1 Month |
|
|
+14.79% |
| 3 Months |
|
|
+23.73% |
| YTD |
|
|
-5.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.46 |
9.73 |
| 1M High / 1M Low: |
10.46 |
8.21 |
| 6M High / 6M Low: |
11.67 |
8.21 |
| High (YTD): |
12/02/2024 |
11.67 |
| Low (YTD): |
17/04/2024 |
8.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.24% |
| Volatility 6M: |
|
62.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
