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Soc. Generale Call 250 MCO 21.06..../  DE000SV1KTV5  /

EUWAX
2024-05-16  8:10:19 AM Chg.+0.66 Bid10:39:37 AM Ask10:39:37 AM Underlying Strike price Expiration date Option type
13.33EUR +5.21% 13.63
Bid Size: 750		 -
Ask Size: -		 Moodys Corp 250.00 - 2024-06-21 Call
 

Master data

WKN: SV1KTV
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-02-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.58
Leverage: Yes

Calculated values

Fair value: 12.74
Intrinsic value: 12.65
Implied volatility: 1.65
Historic volatility: 0.18
Parity: 12.65
Time value: 1.96
Break-even: 396.10
Moneyness: 1.51
Premium: 0.05
Premium p.a.: 0.67
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.64
Omega: 2.20
Rho: 0.17
 

Quote data

Open: 13.33
High: 13.33
Low: 13.33
Previous Close: 12.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.53%
1 Month  
+27.07%
3 Months  
+21.96%
YTD  
+1.68%
1 Year  
+70.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.15 12.17
1M High / 1M Low: 13.15 10.08
6M High / 6M Low: 13.94 10.08
High (YTD): 2024-02-01 13.94
Low (YTD): 2024-04-17 10.08
52W High: 2024-02-01 13.94
52W Low: 2023-10-27 6.58
Avg. price 1W:   12.57
Avg. volume 1W:   0.00
Avg. price 1M:   11.19
Avg. volume 1M:   0.00
Avg. price 6M:   11.98
Avg. volume 6M:   0.00
Avg. price 1Y:   10.59
Avg. volume 1Y:   0.00
Volatility 1M:   62.66%
Volatility 6M:   61.23%
Volatility 1Y:   59.98%
Volatility 3Y:   -