Soc. Generale Call 500 MCO 19.12..../  DE000SU50VJ7  /

EUWAX
2024-06-03  8:38:37 AM Chg.+0.01 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
2.75EUR +0.36% -
Bid Size: -
-
Ask Size: -
Moodys Corp 500.00 - 2025-12-19 Call
 

Master data

WKN: SU50VJ
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2025-12-19
Issue date: 2023-12-19
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.84
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -13.42
Time value: 3.09
Break-even: 530.90
Moneyness: 0.73
Premium: 0.45
Premium p.a.: 0.27
Spread abs.: 0.08
Spread %: 2.66%
Delta: 0.36
Theta: -0.06
Omega: 4.22
Rho: 1.54
 

Quote data

Open: 2.75
High: 2.75
Low: 2.75
Previous Close: 2.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.14%
1 Month  
+20.09%
3 Months  
+3.00%
YTD
  -12.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.31 2.74
1M High / 1M Low: 3.31 2.29
6M High / 6M Low: - -
High (YTD): 2024-02-12 3.77
Low (YTD): 2024-05-03 2.29
52W High: - -
52W Low: - -
Avg. price 1W:   2.97
Avg. volume 1W:   0.00
Avg. price 1M:   2.92
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -