Soc. Generale Call 540 MCO 19.06.2026
/ DE000SY0LP96
Soc. Generale Call 540 MCO 19.06..../ DE000SY0LP96 /
| 2024-06-14 9:35:17 PM |
Chg.-0.040 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.840EUR |
-1.03% |
3.870
Bid Size: 800 |
3.970
Ask Size: 800 |
Moodys Corp |
540.00 USD |
2026-06-19 |
Call |
Master data
| WKN: |
SY0LP9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2026-06-19 |
| Issue date: |
2024-05-20 |
| Last trading day: |
2026-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-12.32 |
| Time value: |
3.96 |
| Break-even: |
544.05 |
| Moneyness: |
0.76 |
| Premium: |
0.43 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.10 |
| Spread %: |
2.59% |
| Delta: |
0.41 |
| Theta: |
-0.06 |
| Omega: |
3.92 |
| Rho: |
2.32 |
Quote data
| Open: |
3.650 |
| High: |
3.850 |
| Low: |
3.570 |
| Previous Close: |
3.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.37% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
3.640 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
