Soc. Generale Call 220 MSFT 20.12.2024
/ DE000SD403U0
Soc. Generale Call 220 MSFT 20.12.../ DE000SD403U0 /
7/31/2024 5:46:36 PM |
Chg.-0.050 |
Bid6:54:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.850EUR |
-2.63% |
1.840 Bid Size: 250,000 |
- Ask Size: - |
Microsoft Corporatio... |
220.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SD403U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
3/26/2021 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.90 |
Intrinsic value: |
1.88 |
Implied volatility: |
0.75 |
Historic volatility: |
0.18 |
Parity: |
1.88 |
Time value: |
0.07 |
Break-even: |
398.41 |
Moneyness: |
1.92 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
2.09% |
Delta: |
0.95 |
Theta: |
-0.08 |
Omega: |
1.91 |
Rho: |
0.69 |
Quote data
Open: |
1.820 |
High: |
1.880 |
Low: |
1.790 |
Previous Close: |
1.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.09% |
1 Month |
|
|
-16.29% |
3 Months |
|
|
+9.47% |
YTD |
|
|
+23.33% |
1 Year |
|
|
+52.89% |
3 Years |
|
|
+134.18% |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.970 |
1.880 |
1M High / 1M Low: |
2.320 |
1.880 |
6M High / 6M Low: |
2.320 |
1.690 |
High (YTD): |
7/5/2024 |
2.320 |
Low (YTD): |
1/5/2024 |
1.440 |
52W High: |
7/5/2024 |
2.320 |
52W Low: |
9/26/2023 |
1.040 |
Avg. price 1W: |
|
1.924 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.947 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.645 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
39.37% |
Volatility 6M: |
|
39.42% |
Volatility 1Y: |
|
41.36% |
Volatility 3Y: |
|
64.82% |