Soc. Generale Call 220 MSFT 20.12.2024
/ DE000SD403U0
Soc. Generale Call 220 MSFT 20.12.../ DE000SD403U0 /
06/09/2024 21:42:28 |
Chg.-0.050 |
Bid21:58:03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.660EUR |
-2.92% |
1.660 Bid Size: 60,000 |
- Ask Size: - |
Microsoft Corporatio... |
220.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SD403U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
26/03/2021 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.72 |
Intrinsic value: |
1.70 |
Implied volatility: |
0.55 |
Historic volatility: |
0.17 |
Parity: |
1.70 |
Time value: |
0.02 |
Break-even: |
370.00 |
Moneyness: |
1.86 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.03 |
Omega: |
2.11 |
Rho: |
0.55 |
Quote data
Open: |
1.720 |
High: |
1.740 |
Low: |
1.660 |
Previous Close: |
1.710 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.74% |
1 Month |
|
|
-1.19% |
3 Months |
|
|
-14.87% |
YTD |
|
|
+10.67% |
1 Year |
|
|
+38.33% |
3 Years |
|
|
+86.52% |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.660 |
1M High / 1M Low: |
1.880 |
1.660 |
6M High / 6M Low: |
2.320 |
1.630 |
High (YTD): |
05/07/2024 |
2.320 |
Low (YTD): |
05/01/2024 |
1.440 |
52W High: |
05/07/2024 |
2.320 |
52W Low: |
26/09/2023 |
1.040 |
Avg. price 1W: |
|
1.734 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.772 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.934 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.713 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
33.14% |
Volatility 6M: |
|
38.79% |
Volatility 1Y: |
|
41.84% |
Volatility 3Y: |
|
64.98% |