Soc. Generale Call 470 MSCI 20.09.2024
/ DE000SW3VMQ2
Soc. Generale Call 470 MSCI 20.09.../ DE000SW3VMQ2 /
| 8/8/2024 9:20:56 AM |
Chg.-0.050 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-8.47% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
470.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW3VMQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.50 |
| Time value: |
0.07 |
| Break-even: |
487.11 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.84 |
| Theta: |
-0.20 |
| Omega: |
7.04 |
| Rho: |
0.41 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.92% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
-53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.540 |
| 1M High / 1M Low: |
0.730 |
0.320 |
| 6M High / 6M Low: |
1.310 |
0.240 |
| High (YTD): |
1/30/2024 |
1.460 |
| Low (YTD): |
4/24/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.640 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.60% |
| Volatility 6M: |
|
187.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
