Soc. Generale Call 350 MCO 21.06.2024
/ DE000SQ8NF37
Soc. Generale Call 350 MCO 21.06..../ DE000SQ8NF37 /
| 5/31/2024 9:16:12 AM |
Chg.-0.31 |
Bid6:11:27 PM |
Ask6:11:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
-9.54% |
4.30
Bid Size: 9,000 |
-
Ask Size: - |
Moodys Corp |
350.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
SQ8NF3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
2/3/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.18 |
| Parity: |
1.51 |
| Time value: |
2.75 |
| Break-even: |
392.60 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
2.53 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.62 |
| Theta: |
-0.81 |
| Omega: |
5.31 |
| Rho: |
0.11 |
Quote data
| Open: |
2.94 |
| High: |
2.94 |
| Low: |
2.94 |
| Previous Close: |
3.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.59% |
| 1 Month |
|
|
+16.21% |
| 3 Months |
|
|
-19.23% |
| YTD |
|
|
-44.84% |
| 1 Year |
|
|
+5.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.48 |
3.25 |
| 1M High / 1M Low: |
4.94 |
2.52 |
| 6M High / 6M Low: |
5.91 |
2.52 |
| High (YTD): |
2/1/2024 |
5.91 |
| Low (YTD): |
5/3/2024 |
2.52 |
| 52W High: |
2/1/2024 |
5.91 |
| 52W Low: |
10/27/2023 |
1.49 |
| Avg. price 1W: |
|
3.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
151.26% |
| Volatility 6M: |
|
127.33% |
| Volatility 1Y: |
|
119.79% |
| Volatility 3Y: |
|
- |
