Soc. Generale Call 320 MCO 21.06.2024
/ DE000SV44GT8
Soc. Generale Call 320 MCO 21.06..../ DE000SV44GT8 /
| 2024-05-07 10:24:16 AM |
Chg.- |
Bid9:08:08 AM |
Ask9:08:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.43EUR |
- |
5.66
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: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.81 |
| Intrinsic value: |
4.65 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.18 |
| Parity: |
4.65 |
| Time value: |
2.33 |
| Break-even: |
389.80 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.44 |
| Omega: |
3.83 |
| Rho: |
0.24 |
Quote data
| Open: |
5.14 |
| High: |
5.43 |
| Low: |
5.14 |
| Previous Close: |
4.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.04% |
| 1 Month |
|
|
-14.76% |
| 3 Months |
|
|
-28.46% |
| YTD |
|
|
-27.70% |
| 1 Year |
|
|
+47.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.43 |
4.39 |
| 1M High / 1M Low: |
6.78 |
4.39 |
| 6M High / 6M Low: |
8.29 |
4.28 |
| High (YTD): |
2024-02-01 |
8.29 |
| Low (YTD): |
2024-05-03 |
4.39 |
| 52W High: |
2024-02-01 |
8.29 |
| 52W Low: |
2023-10-27 |
2.46 |
| Avg. price 1W: |
|
4.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.30 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
103.40% |
| Volatility 6M: |
|
89.57% |
| Volatility 1Y: |
|
92.04% |
| Volatility 3Y: |
|
- |
