Soc. Generale Call 380 MCO 21.06.2024
/ DE000SV459Q8
Soc. Generale Call 380 MCO 21.06..../ DE000SV459Q8 /
| 2024-05-14 8:27:08 AM |
Chg.-0.23 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
-11.98% |
-
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: |
16.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.18 |
| Parity: |
-1.17 |
| Time value: |
2.27 |
| Break-even: |
402.70 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.08 |
| Spread %: |
3.65% |
| Delta: |
0.48 |
| Theta: |
-0.37 |
| Omega: |
7.76 |
| Rho: |
0.16 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.97% |
| 1 Month |
|
|
+6.96% |
| 3 Months |
|
|
+10.46% |
| YTD |
|
|
-51.58% |
| 1 Year |
|
|
-4.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.61 |
| 1M High / 1M Low: |
2.17 |
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: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
261.28% |
| Volatility 6M: |
|
176.99% |
| Volatility 1Y: |
|
151.38% |
| Volatility 3Y: |
|
- |
