Soc. Generale Call 350 MCO 21.06.2024
/ DE000SQ8NF37
Soc. Generale Call 350 MCO 21.06..../ DE000SQ8NF37 /
| 2024-05-14 9:09:45 AM |
Chg.-0.27 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.36EUR |
-7.44% |
-
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: |
8.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.18 |
| Parity: |
1.83 |
| Time value: |
2.71 |
| Break-even: |
395.40 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.64 |
| Theta: |
-0.46 |
| Omega: |
5.16 |
| Rho: |
0.20 |
Quote data
| Open: |
3.36 |
| High: |
3.36 |
| Low: |
3.36 |
| Previous Close: |
3.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.13% |
| 1 Month |
|
|
-5.62% |
| 3 Months |
|
|
-0.30% |
| YTD |
|
|
-36.96% |
| 1 Year |
|
|
+30.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.77 |
3.29 |
| 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: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.01 |
| 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: |
|
137.25% |
| Volatility 6M: |
|
118.00% |
| Volatility 1Y: |
|
116.21% |
| Volatility 3Y: |
|
- |
