Soc. Generale Call 350 MCO 20.09.2024
/ DE000SQ80A45
Soc. Generale Call 350 MCO 20.09..../ DE000SQ80A45 /
| 17/05/2024 10:08:53 |
Chg.+0.03 |
Bid22:00:46 |
Ask22:00:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.01EUR |
+0.50% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
350.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SQ80A4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
13/02/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.18 |
| Parity: |
2.91 |
| Time value: |
3.89 |
| Break-even: |
418.00 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.12 |
| Spread %: |
1.80% |
| Delta: |
0.67 |
| Theta: |
-0.21 |
| Omega: |
3.74 |
| Rho: |
0.64 |
Quote data
| Open: |
6.01 |
| High: |
6.01 |
| Low: |
6.01 |
| Previous Close: |
5.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.89% |
| 1 Month |
|
|
+59.84% |
| 3 Months |
|
|
+40.75% |
| YTD |
|
|
-0.99% |
| 1 Year |
|
|
+99.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.98 |
5.04 |
| 1M High / 1M Low: |
5.98 |
3.75 |
| 6M High / 6M Low: |
6.71 |
3.75 |
| High (YTD): |
12/02/2024 |
6.71 |
| Low (YTD): |
30/04/2024 |
3.75 |
| 52W High: |
12/02/2024 |
6.71 |
| 52W Low: |
31/10/2023 |
2.06 |
| Avg. price 1W: |
|
5.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.30 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.19% |
| Volatility 6M: |
|
101.93% |
| Volatility 1Y: |
|
99.49% |
| Volatility 3Y: |
|
- |
