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Soc. Generale Call 360 MCO 21.06..../  DE000SV44GV4  /

Frankfurt Zert./SG
2024-05-30  9:37:13 PM Chg.-0.510 Bid9:59:56 PM Ask- Underlying Strike price Expiration date Option type
3.450EUR -12.88% -
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: 9.90
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.02
Implied volatility: 0.89
Historic volatility: 0.18
Parity: 1.02
Time value: 2.72
Break-even: 397.40
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 2.24
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.60
Theta: -0.73
Omega: 5.92
Rho: 0.11
 

Quote data

Open: 2.660
High: 3.590
Low: 2.620
Previous Close: 3.960
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -27.22%
1 Month  
+57.53%
3 Months  
+1.17%
YTD
  -26.12%
1 Year  
+42.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.740 3.450
1M High / 1M Low: 5.190 2.190
6M High / 6M Low: 5.510 2.190
High (YTD): 2024-02-09 5.510
Low (YTD): 2024-04-30 2.190
52W High: 2024-02-09 5.510
52W Low: 2023-10-27 1.230
Avg. price 1W:   4.064
Avg. volume 1W:   0.000
Avg. price 1M:   3.993
Avg. volume 1M:   0.000
Avg. price 6M:   3.858
Avg. volume 6M:   0.000
Avg. price 1Y:   3.202
Avg. volume 1Y:   0.000
Volatility 1M:   152.42%
Volatility 6M:   137.53%
Volatility 1Y:   124.26%
Volatility 3Y:   -