Soc. Generale Call 440 MCO 20.09.2024
/ DE000SV7HKG8
Soc. Generale Call 440 MCO 20.09..../ DE000SV7HKG8 /
| 2024-05-15 12:29:33 PM |
Chg.-0.160 |
Bid12:46:24 PM |
Ask12:46:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-14.41% |
0.950
Bid Size: 3,200 |
1.350
Ask Size: 3,200 |
Moodys Corp |
440.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SV7HKG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-6.82 |
| Time value: |
1.14 |
| Break-even: |
451.40 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.04 |
| Spread %: |
3.64% |
| Delta: |
0.26 |
| Theta: |
-0.11 |
| Omega: |
8.64 |
| Rho: |
0.31 |
Quote data
| Open: |
0.880 |
| High: |
0.950 |
| Low: |
0.880 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.94% |
| 1 Month |
|
|
+4.40% |
| 3 Months |
|
|
-6.86% |
| YTD |
|
|
-46.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
1.010 |
| 1M High / 1M Low: |
1.130 |
0.670 |
| 6M High / 6M Low: |
2.260 |
0.670 |
| High (YTD): |
2024-02-09 |
2.260 |
| Low (YTD): |
2024-04-30 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.56% |
| Volatility 6M: |
|
157.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
