Soc. Generale Call 320 MCO 21.06.2024
/ DE000SV44GT8
Soc. Generale Call 320 MCO 21.06..../ DE000SV44GT8 /
| 03/06/2024 21:51:27 |
Chg.+0.490 |
Bid21:59:53 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.410EUR |
+7.08% |
-
Bid Size: - |
-
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: |
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: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.73% |
| 1 Month |
|
|
+27.32% |
| 3 Months |
|
|
+13.48% |
| 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 |
6.250 |
| 6M High / 6M Low: |
8.750 |
5.130 |
| High (YTD): |
22/05/2024 |
8.750 |
| Low (YTD): |
30/04/2024 |
5.130 |
| 52W High: |
22/05/2024 |
8.750 |
| 52W Low: |
27/10/2023 |
2.470 |
| Avg. price 1W: |
|
7.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.868 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.733 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
87.09% |
| Volatility 6M: |
|
91.82% |
| Volatility 1Y: |
|
93.83% |
| Volatility 3Y: |
|
- |
