Soc. Generale Call 460 MCO 20.12.2024
/ DE000SU26BM3
Soc. Generale Call 460 MCO 20.12..../ DE000SU26BM3 /
| 09/10/2024 21:40:44 |
Chg.+0.130 |
Bid08:07:24 |
Ask08:07:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.950EUR |
+4.61% |
2.450
Bid Size: 1,300 |
3.570
Ask Size: 1,300 |
Moodys Corp |
460.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
SU26BM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.18 |
| Parity: |
-3.09 |
| Time value: |
2.93 |
| Break-even: |
489.30 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.11 |
| Spread %: |
3.90% |
| Delta: |
0.44 |
| Theta: |
-0.29 |
| Omega: |
6.47 |
| Rho: |
0.32 |
Quote data
| Open: |
2.300 |
| High: |
3.010 |
| Low: |
2.210 |
| Previous Close: |
2.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.86% |
| 1 Month |
|
|
-28.92% |
| 3 Months |
|
|
+29.39% |
| YTD |
|
|
+60.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.950 |
2.190 |
| 1M High / 1M Low: |
4.530 |
2.190 |
| 6M High / 6M Low: |
4.530 |
1.000 |
| High (YTD): |
20/09/2024 |
4.530 |
| Low (YTD): |
02/05/2024 |
1.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.24% |
| Volatility 6M: |
|
144.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
