Soc. Generale Put 350 MCO 20.09.2024
/ DE000SV6QX67
Soc. Generale Put 350 MCO 20.09.2.../ DE000SV6QX67 /
2024-05-03 8:28:09 AM |
Chg.-0.08 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
-6.78% |
- Bid Size: - |
- Ask Size: - |
Moodys Corp |
350.00 - |
2024-09-20 |
Put |
Master data
WKN: |
SV6QX6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-05-24 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
-0.08 |
Time value: |
1.29 |
Break-even: |
337.10 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
3.20% |
Delta: |
-0.42 |
Theta: |
-0.04 |
Omega: |
-11.36 |
Rho: |
-0.61 |
Quote data
Open: |
1.10 |
High: |
1.10 |
Low: |
1.10 |
Previous Close: |
1.18 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.84% |
1 Month |
|
|
-1.79% |
3 Months |
|
|
+14.58% |
YTD |
|
|
-24.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.22 |
1.16 |
1M High / 1M Low: |
1.47 |
0.85 |
6M High / 6M Low: |
3.67 |
0.85 |
High (YTD): |
2024-01-05 |
1.94 |
Low (YTD): |
2024-04-10 |
0.85 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.80% |
Volatility 6M: |
|
135.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |