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Soc. Generale Call 350 MCO 20.12..../  DE000SV459S4  /

Frankfurt Zert./SG
2024-06-07  9:44:33 PM Chg.-0.030 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
6.850EUR -0.44% 6.750
Bid Size: 1,000		 6.850
Ask Size: 1,000		 Moodys Corp 350.00 - 2024-12-20 Call
 

Master data

WKN: SV459S
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.46
Leverage: Yes

Calculated values

Fair value: 3.77
Intrinsic value: 2.37
Implied volatility: 0.50
Historic volatility: 0.18
Parity: 2.37
Time value: 4.48
Break-even: 418.50
Moneyness: 1.07
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.10
Spread %: 1.48%
Delta: 0.66
Theta: -0.15
Omega: 3.61
Rho: 0.95
 

Quote data

Open: 6.400
High: 6.940
Low: 6.400
Previous Close: 6.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.85%
1 Month  
+6.86%
3 Months  
+10.84%
YTD  
+2.70%
1 Year  
+57.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.160 6.450
1M High / 1M Low: 7.670 6.070
6M High / 6M Low: 7.760 4.830
High (YTD): 2024-02-09 7.760
Low (YTD): 2024-02-19 4.830
52W High: 2024-02-09 7.760
52W Low: 2023-10-31 2.640
Avg. price 1W:   6.868
Avg. volume 1W:   0.000
Avg. price 1M:   6.928
Avg. volume 1M:   0.000
Avg. price 6M:   6.210
Avg. volume 6M:   0.000
Avg. price 1Y:   5.240
Avg. volume 1Y:   0.000
Volatility 1M:   68.69%
Volatility 6M:   84.52%
Volatility 1Y:   81.46%
Volatility 3Y:   -