Soc. Generale Call 380 MCO 20.12.2024
/ DE000SV7HKL8
Soc. Generale Call 380 MCO 20.12..../ DE000SV7HKL8 /
2024-05-29 11:39:04 AM |
Chg.-0.480 |
Bid12:00:22 PM |
Ask12:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.440EUR |
-9.76% |
4.460 Bid Size: 1,000 |
5.280 Ask Size: 1,000 |
Moodys Corp |
380.00 - |
2024-12-20 |
Call |
Master data
WKN: |
SV7HKL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.18 |
Parity: |
-0.60 |
Time value: |
5.03 |
Break-even: |
430.30 |
Moneyness: |
0.98 |
Premium: |
0.15 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.08 |
Spread %: |
1.62% |
Delta: |
0.57 |
Theta: |
-0.14 |
Omega: |
4.26 |
Rho: |
0.92 |
Quote data
Open: |
4.320 |
High: |
4.490 |
Low: |
4.320 |
Previous Close: |
4.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.14% |
1 Month |
|
|
+30.59% |
3 Months |
|
|
+9.90% |
YTD |
|
|
-10.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.560 |
4.920 |
1M High / 1M Low: |
5.560 |
3.360 |
6M High / 6M Low: |
5.890 |
3.320 |
High (YTD): |
2024-02-09 |
5.890 |
Low (YTD): |
2024-02-19 |
3.320 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.172 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.665 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.406 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.99% |
Volatility 6M: |
|
98.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |