Soc. Generale Call 280 MCO 20.09.2024
/ DE000SW3WHV0
Soc. Generale Call 280 MCO 20.09..../ DE000SW3WHV0 /
| 2024-04-29 9:26:48 AM |
Chg.+0.11 |
Bid1:08:29 PM |
Ask1:08:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.42EUR |
+1.32% |
8.67
Bid Size: 500 |
-
Ask Size: - |
Moodys Corp |
280.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW3WHV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.58 |
| Intrinsic value: |
7.13 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.18 |
| Parity: |
7.13 |
| Time value: |
2.48 |
| Break-even: |
376.10 |
| Moneyness: |
1.25 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.16 |
| Omega: |
2.89 |
| Rho: |
0.72 |
Quote data
| Open: |
8.42 |
| High: |
8.42 |
| Low: |
8.42 |
| Previous Close: |
8.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.32% |
| 1 Month |
|
|
-16.55% |
| 3 Months |
|
|
-21.60% |
| YTD |
|
|
-24.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.90 |
8.31 |
| 1M High / 1M Low: |
11.47 |
8.21 |
| 6M High / 6M Low: |
11.67 |
5.47 |
| High (YTD): |
2024-02-12 |
11.67 |
| Low (YTD): |
2024-04-17 |
8.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.13% |
| Volatility 6M: |
|
66.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
