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Soc. Generale Call 320 MCO 21.06..../  DE000SV44GT8  /

Frankfurt Zert./SG
2024-06-03  9:51:27 PM Chg.+0.490 Bid9:59:53 PM Ask- Underlying Strike price Expiration date Option type
7.410EUR +7.08% 7.480
Bid Size: 750		 -
Ask Size: -		 Moodys Corp 320.00 - 2024-06-21 Call
 

Master data

WKN: SV44GT
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.12
Leverage: Yes

Calculated values

Fair value: 4.64
Intrinsic value: 4.58
Implied volatility: 1.47
Historic volatility: 0.18
Parity: 4.58
Time value: 2.56
Break-even: 391.40
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 2.94
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -1.14
Omega: 3.68
Rho: 0.09
 

Quote data

Open: 5.850
High: 7.410
Low: 5.780
Previous Close: 6.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.07%
1 Month  
+27.32%
3 Months  
+14.18%
YTD
  -1.59%
1 Year  
+62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.860 6.920
1M High / 1M Low: 8.750 5.820
6M High / 6M Low: 8.750 5.130
High (YTD): 2024-05-22 8.750
Low (YTD): 2024-04-30 5.130
52W High: 2024-05-22 8.750
52W Low: 2023-10-27 2.470
Avg. price 1W:   7.368
Avg. volume 1W:   0.000
Avg. price 1M:   7.664
Avg. volume 1M:   0.000
Avg. price 6M:   6.863
Avg. volume 6M:   0.000
Avg. price 1Y:   5.726
Avg. volume 1Y:   0.000
Volatility 1M:   87.38%
Volatility 6M:   91.69%
Volatility 1Y:   93.78%
Volatility 3Y:   -