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Soc. Generale Call 300 MCO 21.06..../  DE000SQ8NF29  /

Frankfurt Zert./SG
2024-05-30  9:50:25 PM Chg.-0.630 Bid8:05:25 AM Ask- Underlying Strike price Expiration date Option type
8.770EUR -6.70% 7.450
Bid Size: 750		 -
Ask Size: -		 Moodys Corp 300.00 - 2024-06-21 Call
 

Master data

WKN: SQ8NF2
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.06
Leverage: Yes

Calculated values

Fair value: 7.09
Intrinsic value: 7.02
Implied volatility: 1.47
Historic volatility: 0.18
Parity: 7.02
Time value: 2.11
Break-even: 391.30
Moneyness: 1.23
Premium: 0.06
Premium p.a.: 1.51
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.92
Omega: 3.16
Rho: 0.12
 

Quote data

Open: 7.780
High: 9.100
Low: 7.750
Previous Close: 9.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.85%
1 Month  
+27.84%
3 Months  
+11.29%
YTD
  -3.20%
1 Year  
+65.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.180 8.770
1M High / 1M Low: 10.570 6.860
6M High / 6M Low: 10.570 6.520
High (YTD): 2024-05-22 10.570
Low (YTD): 2024-02-19 6.520
52W High: 2024-05-22 10.570
52W Low: 2023-10-27 3.360
Avg. price 1W:   9.474
Avg. volume 1W:   0.000
Avg. price 1M:   9.288
Avg. volume 1M:   0.000
Avg. price 6M:   8.476
Avg. volume 6M:   0.000
Avg. price 1Y:   7.143
Avg. volume 1Y:   0.000
Volatility 1M:   70.66%
Volatility 6M:   80.59%
Volatility 1Y:   80.99%
Volatility 3Y:   -