Soc. Generale Call 320 MCO 21.06.2024
/ DE000SV44GT8
Soc. Generale Call 320 MCO 21.06..../ DE000SV44GT8 /
| 11/06/2024 09:46:08 |
Chg.-0.11 |
Bid12:39:57 |
Ask12:39:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.19EUR |
-1.75% |
6.38
Bid Size: 750 |
-
Ask Size: - |
Moodys Corp |
320.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
SV44GT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
08/05/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.37 |
| Intrinsic value: |
5.34 |
| Implied volatility: |
1.91 |
| Historic volatility: |
0.18 |
| Parity: |
5.34 |
| Time value: |
2.20 |
| Break-even: |
395.40 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
7.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-1.92 |
| Omega: |
3.67 |
| Rho: |
0.06 |
Quote data
| Open: |
6.19 |
| High: |
6.19 |
| Low: |
6.19 |
| Previous Close: |
6.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.49% |
| 1 Month |
|
|
-2.98% |
| 3 Months |
|
|
+1.14% |
| YTD |
|
|
-17.58% |
| 1 Year |
|
|
+20.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.86 |
6.16 |
| 1M High / 1M Low: |
7.61 |
5.59 |
| 6M High / 6M Low: |
8.29 |
4.39 |
| High (YTD): |
01/02/2024 |
8.29 |
| Low (YTD): |
03/05/2024 |
4.39 |
| 52W High: |
01/02/2024 |
8.29 |
| 52W Low: |
27/10/2023 |
2.46 |
| Avg. price 1W: |
|
6.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.53 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.94% |
| Volatility 6M: |
|
95.85% |
| Volatility 1Y: |
|
94.17% |
| Volatility 3Y: |
|
- |
