Soc. Generale Call 340 MCO 21.06.2024
/ DE000SV44GU6
Soc. Generale Call 340 MCO 21.06..../ DE000SV44GU6 /
| 5/31/2024 9:43:22 AM |
Chg.-0.34 |
Bid4:52:08 PM |
Ask4:52:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.79EUR |
-8.23% |
5.36
Bid Size: 9,000 |
-
Ask Size: - |
Moodys Corp |
340.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
SV44GU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
5/8/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.51 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.18 |
| Parity: |
2.51 |
| Time value: |
2.64 |
| Break-even: |
391.50 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
2.36 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.87 |
| Omega: |
4.67 |
| Rho: |
0.11 |
Quote data
| Open: |
3.79 |
| High: |
3.79 |
| Low: |
3.79 |
| Previous Close: |
4.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.59% |
| 1 Month |
|
|
+11.47% |
| 3 Months |
|
|
-12.07% |
| YTD |
|
|
-37.46% |
| 1 Year |
|
|
+18.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.14 |
4.13 |
| 1M High / 1M Low: |
5.79 |
3.30 |
| 6M High / 6M Low: |
6.73 |
3.26 |
| High (YTD): |
2/1/2024 |
6.73 |
| Low (YTD): |
4/17/2024 |
3.26 |
| 52W High: |
2/1/2024 |
6.73 |
| 52W Low: |
10/27/2023 |
1.77 |
| Avg. price 1W: |
|
4.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
130.12% |
| Volatility 6M: |
|
113.62% |
| Volatility 1Y: |
|
108.90% |
| Volatility 3Y: |
|
- |
