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Soc. Generale Call 400 MCO 21.06..../  DE000SQ8NF45  /

EUWAX
2024-05-15  9:18:18 AM Chg.+0.150 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.840EUR +21.74% -
Bid Size: -		 -
Ask Size: -		 Moodys Corp 400.00 - 2024-06-21 Call
 

Master data

WKN: SQ8NF4
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.51
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.18
Parity: -2.82
Time value: 1.26
Break-even: 412.60
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 1.79
Spread abs.: 0.06
Spread %: 5.00%
Delta: 0.35
Theta: -0.30
Omega: 10.46
Rho: 0.12
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month
  -2.33%
3 Months
  -9.68%
YTD
  -65.99%
1 Year
  -37.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.660
1M High / 1M Low: 0.940 0.360
6M High / 6M Low: 2.760 0.360
High (YTD): 2024-02-01 2.760
Low (YTD): 2024-05-03 0.360
52W High: 2024-02-01 2.760
52W Low: 2024-05-03 0.360
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   0.617
Avg. volume 1M:   0.000
Avg. price 6M:   1.561
Avg. volume 6M:   0.000
Avg. price 1Y:   1.468
Avg. volume 1Y:   0.000
Volatility 1M:   296.76%
Volatility 6M:   199.37%
Volatility 1Y:   165.01%
Volatility 3Y:   -