Soc. Generale Call 280 MCO 20.09.2024
/ DE000SW3WHV0
Soc. Generale Call 280 MCO 20.09..../ DE000SW3WHV0 /
| 31/05/2024 09:35:43 |
Chg.-0.30 |
Bid12:47:47 |
Ask12:47:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.74EUR |
-2.99% |
9.97
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: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.84 |
| Intrinsic value: |
8.51 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.18 |
| Parity: |
8.51 |
| Time value: |
2.56 |
| Break-even: |
390.70 |
| Moneyness: |
1.30 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.22 |
| Omega: |
2.64 |
| Rho: |
0.56 |
Quote data
| Open: |
9.74 |
| High: |
9.74 |
| Low: |
9.74 |
| Previous Close: |
10.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.48% |
| 1 Month |
|
|
+17.92% |
| 3 Months |
|
|
+6.56% |
| YTD |
|
|
-12.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.02 |
10.04 |
| 1M High / 1M Low: |
11.67 |
8.26 |
| 6M High / 6M Low: |
11.67 |
8.21 |
| High (YTD): |
23/05/2024 |
11.67 |
| Low (YTD): |
17/04/2024 |
8.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.77% |
| Volatility 6M: |
|
63.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
