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Soc. Generale Call 380 MSFT 20.12.../  DE000SD41N92  /

Frankfurt Zert./SG
2024-05-28  9:49:42 PM Chg.-0.300 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
6.440EUR -4.45% 6.560
Bid Size: 7,000		 6.570
Ask Size: 7,000		 Microsoft Corporatio... 380.00 USD 2024-12-20 Call
 

Master data

WKN: SD41N9
Issuer: Société Générale
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 380.00 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: 5.96
Leverage: Yes

Calculated values

Fair value: 5.76
Intrinsic value: 4.62
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 4.62
Time value: 2.02
Break-even: 416.26
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.30%
Delta: 0.78
Theta: -0.09
Omega: 4.63
Rho: 1.36
 

Quote data

Open: 6.650
High: 6.660
Low: 6.430
Previous Close: 6.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.38%
1 Month  
+18.60%
3 Months  
+14.39%
YTD  
+61.00%
1 Year  
+98.15%
3 Years  
+194.06%
5 Years     -
10 Years     -
1W High / 1W Low: 6.740 6.350
1M High / 1M Low: 6.740 4.380
6M High / 6M Low: 7.150 3.550
High (YTD): 2024-03-21 7.150
Low (YTD): 2024-01-05 3.560
52W High: 2024-03-21 7.150
52W Low: 2023-09-26 1.980
Avg. price 1W:   6.542
Avg. volume 1W:   0.000
Avg. price 1M:   5.691
Avg. volume 1M:   0.000
Avg. price 6M:   5.391
Avg. volume 6M:   36.210
Avg. price 1Y:   4.179
Avg. volume 1Y:   27.592
Volatility 1M:   77.30%
Volatility 6M:   87.63%
Volatility 1Y:   102.64%
Volatility 3Y:   112.21%