Soc. Generale Call 320 MCO 20.09.2024
/ DE000SV7HKB9
Soc. Generale Call 320 MCO 20.09..../ DE000SV7HKB9 /
| 22/05/2024 10:53:12 |
Chg.-1.060 |
Bid11:08:47 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.190EUR |
-11.46% |
8.190
Bid Size: 750 |
-
Ask Size: - |
Moodys Corp |
320.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SV7HKB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.50 |
| Intrinsic value: |
6.05 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.18 |
| Parity: |
6.05 |
| Time value: |
3.14 |
| Break-even: |
411.90 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.22 |
| Omega: |
3.10 |
| Rho: |
0.64 |
Quote data
| Open: |
7.980 |
| High: |
8.190 |
| Low: |
7.950 |
| Previous Close: |
9.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.98% |
| 1 Month |
|
|
+21.15% |
| 3 Months |
|
|
+11.28% |
| YTD |
|
|
+0.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.250 |
8.900 |
| 1M High / 1M Low: |
9.250 |
6.060 |
| 6M High / 6M Low: |
9.250 |
5.920 |
| High (YTD): |
21/05/2024 |
9.250 |
| Low (YTD): |
19/02/2024 |
5.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.578 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.440 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.64% |
| Volatility 6M: |
|
77.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
