Soc. Generale Call 280 MCO 21.06.2024
/ DE000SV44GS0
Soc. Generale Call 280 MCO 21.06..../ DE000SV44GS0 /
| 2024-05-14 9:35:19 AM |
Chg.-0.25 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.54EUR |
-2.55% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
280.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV44GS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.94 |
| Intrinsic value: |
8.83 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.18 |
| Parity: |
8.83 |
| Time value: |
2.04 |
| Break-even: |
388.70 |
| Moneyness: |
1.32 |
| Premium: |
0.06 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.56 |
| Omega: |
2.75 |
| Rho: |
0.20 |
Quote data
| Open: |
9.54 |
| High: |
9.54 |
| Low: |
9.54 |
| Previous Close: |
9.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.65% |
| 1 Month |
|
|
+9.53% |
| 3 Months |
|
|
+21.84% |
| YTD |
|
|
-10.08% |
| 1 Year |
|
|
+59.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.04 |
9.03 |
| 1M High / 1M Low: |
10.04 |
7.42 |
| 6M High / 6M Low: |
11.65 |
7.42 |
| High (YTD): |
2024-02-01 |
11.65 |
| Low (YTD): |
2024-04-17 |
7.42 |
| 52W High: |
2024-02-01 |
11.65 |
| 52W Low: |
2023-10-27 |
4.50 |
| Avg. price 1W: |
|
9.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.17 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
74.87% |
| Volatility 6M: |
|
72.01% |
| Volatility 1Y: |
|
72.83% |
| Volatility 3Y: |
|
- |
