OverviewChartNewsTraderScreen

Soc. Generale Call 340 MSFT 20.12.../  DE000SD41N84  /

Frankfurt Zert./SG
2024-05-17  8:10:26 PM Chg.-0.110 Bid8:30:02 PM Ask8:30:02 PM Underlying Strike price Expiration date Option type
8.720EUR -1.25% 8.680
Bid Size: 30,000		 8.690
Ask Size: 30,000		 Microsoft Corporatio... 340.00 USD 2024-12-20 Call
 

Master data

WKN: SD41N8
Issuer: Société Générale
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 2024-12-20
Issue date: 2021-03-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.38
Leverage: Yes

Calculated values

Fair value: 8.27
Intrinsic value: 7.45
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 7.45
Time value: 1.39
Break-even: 401.25
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.11%
Delta: 0.87
Theta: -0.07
Omega: 3.80
Rho: 1.47
 

Quote data

Open: 8.950
High: 9.020
Low: 8.720
Previous Close: 8.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.06%
1 Month  
+0.93%
3 Months  
+5.95%
YTD  
+42.02%
1 Year  
+133.78%
3 Years  
+240.63%
5 Years     -
10 Years     -
1W High / 1W Low: 9.070 8.350
1M High / 1M Low: 9.070 6.930
6M High / 6M Low: 10.030 5.590
High (YTD): 2024-03-21 10.030
Low (YTD): 2024-01-05 5.620
52W High: 2024-03-21 10.030
52W Low: 2023-09-26 3.250
Avg. price 1W:   8.632
Avg. volume 1W:   0.000
Avg. price 1M:   8.062
Avg. volume 1M:   0.000
Avg. price 6M:   7.825
Avg. volume 6M:   25.903
Avg. price 1Y:   6.124
Avg. volume 1Y:   73.609
Volatility 1M:   91.67%
Volatility 6M:   72.98%
Volatility 1Y:   88.05%
Volatility 3Y:   103.54%