Soc. Generale Call 360 MCO 21.06.2024
/ DE000SV44GV4
Soc. Generale Call 360 MCO 21.06..../ DE000SV44GV4 /
| 2024-05-15 9:46:46 AM |
Chg.+0.24 |
Bid1:38:22 PM |
Ask1:38:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
+8.48% |
3.30
Bid Size: 1,000 |
-
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: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.18 |
| Parity: |
1.18 |
| Time value: |
2.81 |
| Break-even: |
399.90 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
-0.07 |
| Spread %: |
-1.72% |
| Delta: |
0.61 |
| Theta: |
-0.46 |
| Omega: |
5.66 |
| Rho: |
0.19 |
Quote data
| Open: |
3.07 |
| High: |
3.07 |
| Low: |
3.07 |
| Previous Close: |
2.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.33% |
| 1 Month |
|
|
+14.55% |
| 3 Months |
|
|
+23.29% |
| YTD |
|
|
-33.98% |
| 1 Year |
|
|
+32.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.21 |
2.83 |
| 1M High / 1M Low: |
3.21 |
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: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
169.87% |
| Volatility 6M: |
|
135.51% |
| Volatility 1Y: |
|
124.74% |
| Volatility 3Y: |
|
- |
