Soc. Generale Call 320 MCO 20.09.2024
/ DE000SV7HKB9
Soc. Generale Call 320 MCO 20.09..../ DE000SV7HKB9 /
19/06/2024 10:42:53 |
Chg.-0.940 |
Bid10:53:23 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.780EUR |
-9.67% |
8.780 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: |
3.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.42 |
Intrinsic value: |
7.12 |
Implied volatility: |
0.75 |
Historic volatility: |
0.18 |
Parity: |
7.12 |
Time value: |
2.71 |
Break-even: |
418.30 |
Moneyness: |
1.22 |
Premium: |
0.07 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.77 |
Theta: |
-0.26 |
Omega: |
3.07 |
Rho: |
0.52 |
Quote data
Open: |
8.570 |
High: |
8.780 |
Low: |
8.530 |
Previous Close: |
9.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.62% |
1 Month |
|
|
-4.46% |
3 Months |
|
|
+23.14% |
YTD |
|
|
+7.86% |
1 Year |
|
|
+54.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.720 |
8.820 |
1M High / 1M Low: |
9.720 |
7.680 |
6M High / 6M Low: |
9.720 |
5.920 |
High (YTD): |
18/06/2024 |
9.720 |
Low (YTD): |
19/02/2024 |
5.920 |
52W High: |
18/06/2024 |
9.720 |
52W Low: |
27/10/2023 |
3.120 |
Avg. price 1W: |
|
9.154 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.677 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.673 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.536 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
73.22% |
Volatility 6M: |
|
79.84% |
Volatility 1Y: |
|
80.25% |
Volatility 3Y: |
|
- |