Soc. Generale Call 380 MSFT 20.12.2024
/ DE000SD41N92
Soc. Generale Call 380 MSFT 20.12.../ DE000SD41N92 /
30/05/2024 10:15:42 |
Chg.-0.330 |
Bid10:47:04 |
Ask10:47:04 |
Underlying |
Strike price |
Expiration date |
Option type |
6.220EUR |
-5.04% |
6.250 Bid Size: 7,000 |
6.280 Ask Size: 7,000 |
Microsoft Corporatio... |
380.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SD41N9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
26/03/2021 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.69 |
Intrinsic value: |
4.55 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
4.55 |
Time value: |
1.88 |
Break-even: |
416.12 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.16% |
Delta: |
0.78 |
Theta: |
-0.09 |
Omega: |
4.84 |
Rho: |
1.38 |
Quote data
Open: |
6.230 |
High: |
6.250 |
Low: |
6.220 |
Previous Close: |
6.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.05% |
1 Month |
|
|
+42.01% |
3 Months |
|
|
+5.42% |
YTD |
|
|
+55.50% |
1 Year |
|
|
+98.72% |
3 Years |
|
|
+184.02% |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.740 |
6.350 |
1M High / 1M Low: |
6.740 |
4.380 |
6M High / 6M Low: |
7.150 |
3.550 |
High (YTD): |
21/03/2024 |
7.150 |
Low (YTD): |
05/01/2024 |
3.560 |
52W High: |
21/03/2024 |
7.150 |
52W Low: |
26/09/2023 |
1.980 |
Avg. price 1W: |
|
6.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.805 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.421 |
Avg. volume 6M: |
|
36.210 |
Avg. price 1Y: |
|
4.200 |
Avg. volume 1Y: |
|
27.484 |
Volatility 1M: |
|
64.89% |
Volatility 6M: |
|
87.76% |
Volatility 1Y: |
|
102.41% |
Volatility 3Y: |
|
112.14% |