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Soc. Generale Call 400 MCO 20.09..../  DE000SQ84KG3  /

Frankfurt Zert./SG
2024-06-04  9:42:09 PM Chg.+0.360 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
2.770EUR +14.94% 2.780
Bid Size: 1,100		 2.850
Ask Size: 1,100		 Moodys Corp 400.00 - 2024-09-20 Call
 

Master data

WKN: SQ84KG
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-09-20
Issue date: 2023-02-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.50
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -3.18
Time value: 2.54
Break-even: 425.40
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.63
Spread abs.: 0.07
Spread %: 2.83%
Delta: 0.43
Theta: -0.18
Omega: 6.29
Rho: 0.40
 

Quote data

Open: 2.040
High: 2.810
Low: 1.960
Previous Close: 2.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.36%
1 Month  
+60.12%
3 Months  
+9.06%
YTD
  -14.77%
1 Year  
+42.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.760 2.160
1M High / 1M Low: 3.330 1.940
6M High / 6M Low: 3.960 1.640
High (YTD): 2024-02-09 3.960
Low (YTD): 2024-04-30 1.640
52W High: 2024-02-09 3.960
52W Low: 2023-10-30 1.100
Avg. price 1W:   2.420
Avg. volume 1W:   0.000
Avg. price 1M:   2.706
Avg. volume 1M:   0.000
Avg. price 6M:   2.654
Avg. volume 6M:   0.000
Avg. price 1Y:   2.285
Avg. volume 1Y:   0.000
Volatility 1M:   133.70%
Volatility 6M:   133.54%
Volatility 1Y:   116.31%
Volatility 3Y:   -