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Soc. Generale Call 350 MCO 20.09..../  DE000SQ80A45  /

Frankfurt Zert./SG
2024-06-05  6:22:00 PM Chg.-0.070 Bid6:52:05 PM Ask6:52:05 PM Underlying Strike price Expiration date Option type
6.200EUR -1.12% 6.340
Bid Size: 10,000		 6.440
Ask Size: 10,000		 Moodys Corp 350.00 - 2024-09-20 Call
 

Master data

WKN: SQ80A4
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.90
Leverage: Yes

Calculated values

Fair value: 3.15
Intrinsic value: 2.36
Implied volatility: 0.63
Historic volatility: 0.18
Parity: 2.36
Time value: 3.97
Break-even: 413.30
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.41
Spread abs.: 0.10
Spread %: 1.61%
Delta: 0.65
Theta: -0.24
Omega: 3.85
Rho: 0.53
 

Quote data

Open: 5.680
High: 6.200
Low: 5.660
Previous Close: 6.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.98%
1 Month  
+40.91%
3 Months  
+20.86%
YTD  
+2.31%
1 Year  
+71.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.270 5.250
1M High / 1M Low: 6.920 4.700
6M High / 6M Low: 7.030 3.990
High (YTD): 2024-02-09 7.030
Low (YTD): 2024-02-19 3.990
52W High: 2024-02-09 7.030
52W Low: 2023-10-31 2.060
Avg. price 1W:   5.678
Avg. volume 1W:   0.000
Avg. price 1M:   6.023
Avg. volume 1M:   0.000
Avg. price 6M:   5.448
Avg. volume 6M:   0.000
Avg. price 1Y:   4.542
Avg. volume 1Y:   0.000
Volatility 1M:   95.12%
Volatility 6M:   99.47%
Volatility 1Y:   95.34%
Volatility 3Y:   -