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Soc. Generale Call 380 MCO 20.12..../  DE000SV7HKL8  /

Frankfurt Zert./SG
06/09/2024  21:45:47 Chg.-0.600 Bid21:59:39 Ask- Underlying Strike price Expiration date Option type
9.390EUR -6.01% 9.370
Bid Size: 750		 -
Ask Size: -		 Moodys Corp 380.00 - 20/12/2024 Call
 

Master data

WKN: SV7HKL
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 20/12/2024
Issue date: 15/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.62
Leverage: Yes

Calculated values

Fair value: 5.43
Intrinsic value: 4.89
Implied volatility: 0.74
Historic volatility: 0.18
Parity: 4.89
Time value: 4.40
Break-even: 472.90
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.41
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.70
Theta: -0.30
Omega: 3.24
Rho: 0.59
 

Quote data

Open: 8.780
High: 10.250
Low: 8.620
Previous Close: 9.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.84%
1 Month  
+13.54%
3 Months  
+93.21%
YTD  
+89.70%
1 Year  
+196.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.990 9.390
1M High / 1M Low: 10.300 8.030
6M High / 6M Low: 10.300 3.360
High (YTD): 30/08/2024 10.300
Low (YTD): 19/02/2024 3.320
52W High: 30/08/2024 10.300
52W Low: 30/10/2023 1.930
Avg. price 1W:   9.754
Avg. volume 1W:   0.000
Avg. price 1M:   9.268
Avg. volume 1M:   0.000
Avg. price 6M:   6.033
Avg. volume 6M:   0.000
Avg. price 1Y:   4.839
Avg. volume 1Y:   0.000
Volatility 1M:   77.12%
Volatility 6M:   94.48%
Volatility 1Y:   97.76%
Volatility 3Y:   -