Soc. Generale Call 280 MCO 21.06.2024
/ DE000SV44GS0
Soc. Generale Call 280 MCO 21.06..../ DE000SV44GS0 /
| 11/06/2024 09:46:08 |
Chg.-0.11 |
Bid11:22:48 |
Ask11:22:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.89EUR |
-1.10% |
10.13
Bid Size: 750 |
-
Ask Size: - |
Moodys Corp |
280.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
SV44GS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
08/05/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.36 |
| Intrinsic value: |
9.34 |
| Implied volatility: |
2.49 |
| Historic volatility: |
0.18 |
| Parity: |
9.34 |
| Time value: |
1.90 |
| Break-even: |
392.40 |
| Moneyness: |
1.33 |
| Premium: |
0.05 |
| Premium p.a.: |
5.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-2.05 |
| Omega: |
2.72 |
| Rho: |
0.05 |
Quote data
| Open: |
9.89 |
| High: |
9.89 |
| Low: |
9.89 |
| Previous Close: |
10.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.82% |
| 1 Month |
|
|
-1.49% |
| 3 Months |
|
|
+10.13% |
| YTD |
|
|
-6.79% |
| 1 Year |
|
|
+26.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.51 |
9.81 |
| 1M High / 1M Low: |
11.27 |
9.26 |
| 6M High / 6M Low: |
11.65 |
7.42 |
| High (YTD): |
01/02/2024 |
11.65 |
| Low (YTD): |
17/04/2024 |
7.42 |
| 52W High: |
01/02/2024 |
11.65 |
| 52W Low: |
27/10/2023 |
4.50 |
| Avg. price 1W: |
|
10.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
62.83% |
| Volatility 6M: |
|
74.32% |
| Volatility 1Y: |
|
72.80% |
| Volatility 3Y: |
|
- |
