Soc. Generale Call 340 MCO 21.06.2024
/ DE000SV44GU6
Soc. Generale Call 340 MCO 21.06..../ DE000SV44GU6 /
| 2024-05-14 9:35:19 AM |
Chg.-0.24 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.10EUR |
-5.53% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
340.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV44GU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.18 |
| Parity: |
2.83 |
| Time value: |
2.57 |
| Break-even: |
394.00 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.48 |
| Omega: |
4.59 |
| Rho: |
0.20 |
Quote data
| Open: |
4.10 |
| High: |
4.10 |
| Low: |
4.10 |
| Previous Close: |
4.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.76% |
| 1 Month |
|
|
-4.87% |
| 3 Months |
|
|
+2.24% |
| YTD |
|
|
-32.34% |
| 1 Year |
|
|
+39.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
3.99 |
| 1M High / 1M Low: |
4.59 |
3.26 |
| 6M High / 6M Low: |
6.73 |
3.26 |
| High (YTD): |
2024-02-01 |
6.73 |
| Low (YTD): |
2024-04-17 |
3.26 |
| 52W High: |
2024-02-01 |
6.73 |
| 52W Low: |
2023-10-27 |
1.77 |
| Avg. price 1W: |
|
4.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
123.65% |
| Volatility 6M: |
|
107.23% |
| Volatility 1Y: |
|
107.33% |
| Volatility 3Y: |
|
- |
