Soc. Generale Call 350 MCO 20.12.2024
/ DE000SV459S4
Soc. Generale Call 350 MCO 20.12..../ DE000SV459S4 /
| 2024-06-04 8:27:43 AM |
Chg.+0.19 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.99EUR |
+3.28% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.38 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.18 |
| Parity: |
1.82 |
| Time value: |
4.83 |
| Break-even: |
416.50 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.09 |
| Spread %: |
1.37% |
| Delta: |
0.65 |
| Theta: |
-0.15 |
| Omega: |
3.58 |
| Rho: |
0.94 |
Quote data
| Open: |
5.99 |
| High: |
5.99 |
| Low: |
5.99 |
| Previous Close: |
5.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.19% |
| 1 Month |
|
|
+29.93% |
| 3 Months |
|
|
+11.13% |
| YTD |
|
|
-10.60% |
| 1 Year |
|
|
+40.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.90 |
5.72 |
| 1M High / 1M Low: |
7.27 |
4.89 |
| 6M High / 6M Low: |
7.34 |
4.50 |
| High (YTD): |
2024-02-12 |
7.34 |
| Low (YTD): |
2024-04-17 |
4.50 |
| 52W High: |
2024-02-12 |
7.34 |
| 52W Low: |
2023-10-27 |
2.64 |
| Avg. price 1W: |
|
6.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.09 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
87.65% |
| Volatility 6M: |
|
86.25% |
| Volatility 1Y: |
|
84.18% |
| Volatility 3Y: |
|
- |
