Soc. Generale Call 350 MCO 20.09.2024
/ DE000SQ80A45
Soc. Generale Call 350 MCO 20.09..../ DE000SQ80A45 /
| 07/06/2024 09:58:53 |
Chg.-0.14 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.68EUR |
-2.41% |
-
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: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.18 |
| Parity: |
2.37 |
| Time value: |
3.73 |
| Break-even: |
411.00 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.10 |
| Spread %: |
1.67% |
| Delta: |
0.65 |
| Theta: |
-0.23 |
| Omega: |
4.01 |
| Rho: |
0.52 |
Quote data
| Open: |
5.68 |
| High: |
5.68 |
| Low: |
5.68 |
| Previous Close: |
5.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.08% |
| 1 Month |
|
|
+18.33% |
| 3 Months |
|
|
+6.77% |
| YTD |
|
|
-6.43% |
| 1 Year |
|
|
+50.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.07 |
4.95 |
| 1M High / 1M Low: |
6.43 |
4.77 |
| 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: |
|
5.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
117.65% |
| Volatility 6M: |
|
106.56% |
| Volatility 1Y: |
|
100.89% |
| Volatility 3Y: |
|
- |
