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Soc. Generale Call 380 MSFT 20.12.../  DE000SD41N92  /

Frankfurt Zert./SG
5/30/2024  9:37:17 PM Chg.-1.060 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
5.490EUR -16.18% 5.460
Bid Size: 7,000		 5.470
Ask Size: 7,000		 Microsoft Corporatio... 380.00 USD 12/20/2024 Call
 

Master data

WKN: SD41N9
Issuer: Société Générale
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 12/20/2024
Issue date: 3/26/2021
Last trading day: 12/19/2024
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: 5.490
Previous Close: 6.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.54%
1 Month  
+25.34%
3 Months
  -6.95%
YTD  
+37.25%
1 Year  
+75.40%
3 Years  
+150.68%
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): 3/21/2024 7.150
Low (YTD): 1/5/2024 3.560
52W High: 3/21/2024 7.150
52W Low: 9/26/2023 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%