Soc. Generale Call 250 MCO 20.09.2024
/ DE000SV1KTW3
Soc. Generale Call 250 MCO 20.09..../ DE000SV1KTW3 /
| 2024-04-30 8:09:29 AM |
Chg.-0.22 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.63EUR |
-2.03% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
250.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SV1KTW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-02-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.09 |
| Intrinsic value: |
9.72 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.18 |
| Parity: |
9.72 |
| Time value: |
1.91 |
| Break-even: |
366.30 |
| Moneyness: |
1.39 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.15 |
| Omega: |
2.52 |
| Rho: |
0.69 |
Quote data
| Open: |
10.63 |
| High: |
10.63 |
| Low: |
10.63 |
| Previous Close: |
10.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.84% |
| 1 Month |
|
|
-17.53% |
| 3 Months |
|
|
-25.40% |
| YTD |
|
|
-20.91% |
| 1 Year |
|
|
+22.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.52 |
10.63 |
| 1M High / 1M Low: |
14.09 |
10.44 |
| 6M High / 6M Low: |
14.25 |
7.82 |
| High (YTD): |
2024-02-01 |
14.25 |
| Low (YTD): |
2024-04-17 |
10.44 |
| 52W High: |
2024-02-01 |
14.25 |
| 52W Low: |
2023-10-27 |
7.18 |
| Avg. price 1W: |
|
11.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
12.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
10.89 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.18% |
| Volatility 6M: |
|
60.97% |
| Volatility 1Y: |
|
55.52% |
| Volatility 3Y: |
|
- |
