Soc. Generale Call 480 3HM 20.09.2024
/ DE000SW3VMR0
Soc. Generale Call 480 3HM 20.09..../ DE000SW3VMR0 /
| 12/09/2024 09:22:44 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MSCI INC. A D... |
480.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW3VMR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
12/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
2.04 |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
0.44 |
| Break-even: |
549.00 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
75.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-3.88 |
| Omega: |
4.59 |
| Rho: |
0.05 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.46% |
| 1 Month |
|
|
+31.91% |
| 3 Months |
|
|
+106.67% |
| YTD |
|
|
-43.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.580 |
| 1M High / 1M Low: |
0.830 |
0.470 |
| 6M High / 6M Low: |
0.990 |
0.210 |
| High (YTD): |
30/01/2024 |
1.380 |
| Low (YTD): |
24/04/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.508 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.01% |
| Volatility 6M: |
|
203.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
