Soc. Generale Call 450 MCO 20.09.2024
/ DE000SV79J75
Soc. Generale Call 450 MCO 20.09..../ DE000SV79J75 /
| 2024-05-17 9:44:03 PM |
Chg.-0.080 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-6.72% |
1.150
Bid Size: 2,700 |
1.190
Ask Size: 2,700 |
Moodys Corp |
450.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SV79J7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
-7.09 |
| Time value: |
1.20 |
| Break-even: |
462.00 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.04 |
| Spread %: |
3.45% |
| Delta: |
0.27 |
| Theta: |
-0.12 |
| Omega: |
8.43 |
| Rho: |
0.31 |
Quote data
| Open: |
0.940 |
| High: |
1.170 |
| Low: |
0.940 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.72% |
| 1 Month |
|
|
+40.51% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-25.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.830 |
| 1M High / 1M Low: |
1.190 |
0.510 |
| 6M High / 6M Low: |
1.930 |
0.510 |
| High (YTD): |
2024-02-09 |
1.930 |
| Low (YTD): |
2024-05-03 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.56% |
| Volatility 6M: |
|
172.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
