Soc. Generale Call 320 MCO 20.09.2024
/ DE000SV7HKB9
Soc. Generale Call 320 MCO 20.09..../ DE000SV7HKB9 /
| 2024-04-30 9:50:19 PM |
Chg.-0.080 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.060EUR |
-1.30% |
6.020
Bid Size: 500 |
6.110
Ask Size: 500 |
Moodys Corp |
320.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SV7HKB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.62 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.18 |
| Parity: |
2.72 |
| Time value: |
3.33 |
| Break-even: |
380.50 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.09 |
| Spread %: |
1.51% |
| Delta: |
0.68 |
| Theta: |
-0.16 |
| Omega: |
3.89 |
| Rho: |
0.68 |
Quote data
| Open: |
5.680 |
| High: |
6.100 |
| Low: |
5.620 |
| Previous Close: |
6.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.36% |
| 1 Month |
|
|
-19.84% |
| 3 Months |
|
|
-31.68% |
| YTD |
|
|
-25.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.760 |
6.060 |
| 1M High / 1M Low: |
8.160 |
6.060 |
| 6M High / 6M Low: |
9.240 |
3.500 |
| High (YTD): |
2024-02-09 |
9.240 |
| Low (YTD): |
2024-02-19 |
5.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.991 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.092 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.69% |
| Volatility 6M: |
|
82.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
