Soc. Generale Call 320 MCO 21.06.2024
/ DE000SV44GT8
Soc. Generale Call 320 MCO 21.06..../ DE000SV44GT8 /
| 17/05/2024 09:52:22 |
Chg.+0.02 |
Bid22:00:47 |
Ask22:00:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.23EUR |
+0.28% |
-
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: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.20 |
| Intrinsic value: |
6.08 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.18 |
| Parity: |
6.08 |
| Time value: |
2.62 |
| Break-even: |
407.00 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.66 |
| Omega: |
3.28 |
| Rho: |
0.18 |
Quote data
| Open: |
7.23 |
| High: |
7.23 |
| Low: |
7.23 |
| Previous Close: |
7.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.32% |
| 1 Month |
|
|
+51.89% |
| 3 Months |
|
|
+39.58% |
| YTD |
|
|
-3.73% |
| 1 Year |
|
|
+78.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.23 |
5.88 |
| 1M High / 1M Low: |
7.23 |
4.39 |
| 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: |
|
6.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
100.27% |
| Volatility 6M: |
|
92.77% |
| Volatility 1Y: |
|
93.96% |
| Volatility 3Y: |
|
- |
