Soc. Generale Call 420 MCO 20.12.2024
/ DE000SV7HKM6
Soc. Generale Call 420 MCO 20.12..../ DE000SV7HKM6 /
| 2024-06-07 9:37:14 PM |
Chg.-0.050 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
-1.76% |
2.740
Bid Size: 1,100 |
2.800
Ask Size: 1,100 |
Moodys Corp |
420.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
SV7HKM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-4.63 |
| Time value: |
2.79 |
| Break-even: |
447.90 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.06 |
| Spread %: |
2.20% |
| Delta: |
0.42 |
| Theta: |
-0.12 |
| Omega: |
5.64 |
| Rho: |
0.69 |
Quote data
| Open: |
2.510 |
| High: |
2.850 |
| Low: |
2.510 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.78% |
| 1 Month |
|
|
+10.28% |
| 3 Months |
|
|
+1.82% |
| YTD |
|
|
-9.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.000 |
2.490 |
| 1M High / 1M Low: |
3.340 |
2.310 |
| 6M High / 6M Low: |
3.820 |
1.890 |
| High (YTD): |
2024-02-09 |
3.820 |
| Low (YTD): |
2024-05-02 |
1.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.868 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.658 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.07% |
| Volatility 6M: |
|
118.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
