Soc. Generale Call 540 MSCI 20.09.2024
/ DE000SW3VMX8
Soc. Generale Call 540 MSCI 20.09.../ DE000SW3VMX8 /
| 2024-06-06 2:34:07 PM |
Chg.-0.020 |
Bid3:08:35 PM |
Ask3:08:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-14.29% |
0.130
Bid Size: 20,000 |
0.150
Ask Size: 20,000 |
MSCI Inc |
540.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW3VMX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.38 |
| Time value: |
0.15 |
| Break-even: |
511.60 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.35 |
| Theta: |
-0.14 |
| Omega: |
10.68 |
| Rho: |
0.42 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.120 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
-77.36% |
| YTD |
|
|
-83.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.120 |
| 1M High / 1M Low: |
0.200 |
0.100 |
| 6M High / 6M Low: |
0.950 |
0.068 |
| High (YTD): |
2024-01-30 |
0.950 |
| Low (YTD): |
2024-04-23 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.465 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.87% |
| Volatility 6M: |
|
208.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
