Soc. Generale Call 360 MCO 21.06.2024
/ DE000SV44GV4
Soc. Generale Call 360 MCO 21.06..../ DE000SV44GV4 /
| 2024-06-03 9:37:33 AM |
Chg.+0.03 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+1.28% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
360.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV44GV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.18 |
| Parity: |
0.58 |
| Time value: |
2.95 |
| Break-even: |
395.30 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
3.82 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.84% |
| Delta: |
0.58 |
| Theta: |
-0.90 |
| Omega: |
5.97 |
| Rho: |
0.09 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.01% |
| 1 Month |
|
|
+23.96% |
| 3 Months |
|
|
-18.77% |
| YTD |
|
|
-48.82% |
| 1 Year |
|
|
-10.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.45 |
2.35 |
| 1M High / 1M Low: |
4.00 |
1.92 |
| 6M High / 6M Low: |
5.26 |
1.92 |
| High (YTD): |
2024-02-01 |
5.26 |
| Low (YTD): |
2024-05-03 |
1.92 |
| 52W High: |
2024-02-01 |
5.26 |
| 52W Low: |
2023-10-31 |
1.25 |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
175.91% |
| Volatility 6M: |
|
141.90% |
| Volatility 1Y: |
|
127.26% |
| Volatility 3Y: |
|
- |
