Soc. Generale Call 350 MCO 21.06.2024
/ DE000SQ8NF37
Soc. Generale Call 350 MCO 21.06..../ DE000SQ8NF37 /
| 2024-05-15 9:18:18 AM |
Chg.+0.27 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.63EUR |
+8.04% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
350.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SQ8NF3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.18 |
| Parity: |
2.18 |
| Time value: |
2.73 |
| Break-even: |
399.10 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-0.49 |
| Omega: |
4.91 |
| Rho: |
0.19 |
Quote data
| Open: |
3.63 |
| High: |
3.63 |
| Low: |
3.63 |
| Previous Close: |
3.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.54% |
| 1 Month |
|
|
+10.67% |
| 3 Months |
|
|
+19.02% |
| YTD |
|
|
-31.89% |
| 1 Year |
|
|
+36.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.77 |
3.36 |
| 1M High / 1M Low: |
3.77 |
2.52 |
| 6M High / 6M Low: |
5.91 |
2.52 |
| High (YTD): |
2024-02-01 |
5.91 |
| Low (YTD): |
2024-05-03 |
2.52 |
| 52W High: |
2024-02-01 |
5.91 |
| 52W Low: |
2023-10-27 |
1.49 |
| Avg. price 1W: |
|
3.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
136.82% |
| Volatility 6M: |
|
118.50% |
| Volatility 1Y: |
|
116.24% |
| Volatility 3Y: |
|
- |
