Soc. Generale Call 380 MCO 21.06.2024
/ DE000SV459Q8
Soc. Generale Call 380 MCO 21.06..../ DE000SV459Q8 /
| 2024-06-03 8:27:18 AM |
Chg.+0.03 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+2.08% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
380.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV459Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.18 |
| Parity: |
-1.42 |
| Time value: |
2.07 |
| Break-even: |
400.70 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
5.35 |
| Spread abs.: |
0.09 |
| Spread %: |
4.55% |
| Delta: |
0.46 |
| Theta: |
-0.75 |
| Omega: |
8.07 |
| Rho: |
0.07 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.71% |
| 1 Month |
|
|
+67.05% |
| 3 Months |
|
|
-26.50% |
| YTD |
|
|
-57.88% |
| 1 Year |
|
|
-31.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
1.44 |
| 1M High / 1M Low: |
2.72 |
0.88 |
| 6M High / 6M Low: |
3.89 |
0.88 |
| High (YTD): |
2024-02-01 |
3.89 |
| Low (YTD): |
2024-05-03 |
0.88 |
| 52W High: |
2024-02-01 |
3.89 |
| 52W Low: |
2024-05-03 |
0.88 |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.16 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
256.32% |
| Volatility 6M: |
|
186.74% |
| Volatility 1Y: |
|
156.61% |
| Volatility 3Y: |
|
- |
