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

Frankfurt Zert./SG
04/06/2024  18:36:18 Chg.+0.450 Bid19:17:31 Ask- Underlying Strike price Expiration date Option type
7.860EUR +6.07% 7.800
Bid Size: 9,000		 -
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: 4.91
Leverage: Yes

Calculated values

Fair value: 4.88
Intrinsic value: 4.82
Implied volatility: 1.58
Historic volatility: 0.18
Parity: 4.82
Time value: 2.68
Break-even: 395.00
Moneyness: 1.15
Premium: 0.07
Premium p.a.: 3.51
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -1.26
Omega: 3.54
Rho: 0.09
 

Quote data

Open: 6.100
High: 7.860
Low: 6.080
Previous Close: 7.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+35.05%
3 Months  
+20.37%
YTD  
+4.38%
1 Year  
+72.37%
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:   -