Soc. Generale Call 400 MCO 20.09.2024
/ DE000SQ84KG3
Soc. Generale Call 400 MCO 20.09..../ DE000SQ84KG3 /
| 2024-06-04 8:38:31 AM |
Chg.+0.11 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+5.70% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.38% |
| 1 Month |
|
|
+45.71% |
| 3 Months |
|
|
-6.85% |
| YTD |
|
|
-37.04% |
| 1 Year |
|
|
-6.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.93 |
1.93 |
| 1M High / 1M Low: |
3.02 |
1.47 |
| 6M High / 6M Low: |
3.64 |
1.40 |
| High (YTD): |
2024-02-12 |
3.64 |
| Low (YTD): |
2024-05-03 |
1.40 |
| 52W High: |
2024-02-12 |
3.64 |
| 52W Low: |
2023-10-24 |
1.12 |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
170.17% |
| Volatility 6M: |
|
136.60% |
| Volatility 1Y: |
|
119.77% |
| Volatility 3Y: |
|
- |
