OverviewChartNewsTraderScreen

Soc. Generale Call 320 MCO 20.09..../  DE000SV7HKB9  /

Frankfurt Zert./SG
6/19/2024  11:11:43 AM Chg.-0.930 Bid12:22:12 PM Ask- Underlying Strike price Expiration date Option type
8.790EUR -9.57% 8.780
Bid Size: 750		 -
Ask Size: -		 Moodys Corp 320.00 - 9/20/2024 Call
 

Master data

WKN: SV7HKB
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
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: 8.790
Low: 8.530
Previous Close: 9.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.51%
1 Month
  -4.35%
3 Months  
+23.28%
YTD  
+7.99%
1 Year  
+55.03%
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): 6/18/2024 9.720
Low (YTD): 2/19/2024 5.920
52W High: 6/18/2024 9.720
52W Low: 10/27/2023 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:   -