OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
2024-04-29  5:12:29 PM Chg.-0.160 Bid6:08:07 PM Ask- Underlying Strike price Expiration date Option type
11.750EUR -1.34% 11.640
Bid Size: 4,000		 -
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: 2.97
Leverage: Yes

Calculated values

Fair value: 10.27
Intrinsic value: 10.13
Implied volatility: 1.15
Historic volatility: 0.18
Parity: 10.13
Time value: 1.69
Break-even: 368.20
Moneyness: 1.41
Premium: 0.05
Premium p.a.: 0.38
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.37
Omega: 2.51
Rho: 0.26
 

Quote data

Open: 10.450
High: 11.760
Low: 10.450
Previous Close: 11.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -7.04%
3 Months
  -10.98%
YTD
  -10.71%
1 Year  
+44.00%
3 Years     -
5 Years     -
1W High / 1W Low: 12.400 11.870
1M High / 1M Low: 13.650 11.640
6M High / 6M Low: 14.730 6.900
High (YTD): 2024-02-07 14.730
Low (YTD): 2024-02-19 10.570
52W High: 2024-02-07 14.730
52W Low: 2023-10-27 6.550
Avg. price 1W:   12.128
Avg. volume 1W:   0.000
Avg. price 1M:   12.475
Avg. volume 1M:   0.000
Avg. price 6M:   12.075
Avg. volume 6M:   0.000
Avg. price 1Y:   10.618
Avg. volume 1Y:   0.000
Volatility 1M:   45.49%
Volatility 6M:   59.38%
Volatility 1Y:   57.59%
Volatility 3Y:   -