Soc. Generale Call 460 MCO 20.12.2024
/ DE000SU26BM3
Soc. Generale Call 460 MCO 20.12..../ DE000SU26BM3 /
| 11/06/2024 11:04:22 |
Chg.-0.180 |
Bid15:43:12 |
Ask15:43:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-12.95% |
1.340
Bid Size: 15,000 |
1.390
Ask Size: 15,000 |
Moodys Corp |
460.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
SU26BM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-8.66 |
| Time value: |
1.45 |
| Break-even: |
474.50 |
| Moneyness: |
0.81 |
| Premium: |
0.27 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.05 |
| Spread %: |
3.57% |
| Delta: |
0.28 |
| Theta: |
-0.09 |
| Omega: |
7.09 |
| Rho: |
0.46 |
Quote data
| Open: |
1.180 |
| High: |
1.210 |
| Low: |
1.170 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.92% |
| 1 Month |
|
|
-17.12% |
| 3 Months |
|
|
-27.11% |
| YTD |
|
|
-34.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.390 |
| 1M High / 1M Low: |
1.810 |
1.210 |
| 6M High / 6M Low: |
2.380 |
1.000 |
| High (YTD): |
09/02/2024 |
2.380 |
| Low (YTD): |
02/05/2024 |
1.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.536 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.512 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.88% |
| Volatility 6M: |
|
136.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
