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Soc. Generale Call 300 MCO 20.09..../  DE000SQ80A37  /

Frankfurt Zert./SG
6/7/2024  9:38:57 PM Chg.-0.030 Bid9:59:52 PM Ask- Underlying Strike price Expiration date Option type
10.210EUR -0.29% 10.100
Bid Size: 750		 -
Ask Size: -		 Moodys Corp 300.00 - 9/20/2024 Call
 

Master data

WKN: SQ80A3
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 7.67
Intrinsic value: 7.35
Implied volatility: 0.80
Historic volatility: 0.18
Parity: 7.35
Time value: 2.95
Break-even: 403.00
Moneyness: 1.25
Premium: 0.08
Premium p.a.: 0.30
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.25
Omega: 2.80
Rho: 0.53
 

Quote data

Open: 9.050
High: 10.300
Low: 9.050
Previous Close: 10.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.14%
1 Month  
+7.36%
3 Months  
+12.07%
YTD  
+6.13%
1 Year  
+54.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.600 9.720
1M High / 1M Low: 11.050 9.270
6M High / 6M Low: 11.050 7.300
High (YTD): 5/22/2024 11.050
Low (YTD): 2/19/2024 7.300
52W High: 5/22/2024 11.050
52W Low: 10/27/2023 4.030
Avg. price 1W:   10.230
Avg. volume 1W:   0.000
Avg. price 1M:   10.207
Avg. volume 1M:   0.000
Avg. price 6M:   9.142
Avg. volume 6M:   .680
Avg. price 1Y:   7.834
Avg. volume 1Y:   .664
Volatility 1M:   63.61%
Volatility 6M:   71.14%
Volatility 1Y:   72.18%
Volatility 3Y:   -