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

Frankfurt Zert./SG
2024-05-15  7:16:03 PM Chg.+1.050 Bid7:37:24 PM Ask- Underlying Strike price Expiration date Option type
8.610EUR +13.89% 8.590
Bid Size: 8,000		 -
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: 4.89
Leverage: Yes

Calculated values

Fair value: 5.31
Intrinsic value: 5.18
Implied volatility: 1.02
Historic volatility: 0.18
Parity: 5.18
Time value: 2.42
Break-even: 396.00
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.86
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.74
Theta: -0.55
Omega: 3.61
Rho: 0.20
 

Quote data

Open: 6.270
High: 8.610
Low: 6.270
Previous Close: 7.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.75%
1 Month  
+55.70%
3 Months  
+47.18%
YTD  
+14.34%
1 Year  
+123.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.560 7.190
1M High / 1M Low: 7.560 5.130
6M High / 6M Low: 8.580 4.960
High (YTD): 2024-02-09 8.580
Low (YTD): 2024-04-30 5.130
52W High: 2024-02-09 8.580
52W Low: 2023-10-27 2.470
Avg. price 1W:   7.402
Avg. volume 1W:   0.000
Avg. price 1M:   6.153
Avg. volume 1M:   0.000
Avg. price 6M:   6.604
Avg. volume 6M:   0.000
Avg. price 1Y:   5.509
Avg. volume 1Y:   0.000
Volatility 1M:   77.37%
Volatility 6M:   89.87%
Volatility 1Y:   93.87%
Volatility 3Y:   -