Soc. Generale Call 480 MSCI 20.12.../  DE000SW3VNF3  /

Frankfurt Zert./SG
9/13/2024  7:13:43 PM Chg.+0.010 Bid7:24:57 PM Ask7:24:57 PM Underlying Strike price Expiration date Option type
0.850EUR +1.19% 0.860
Bid Size: 70,000
0.890
Ask Size: 70,000
MSCI Inc 480.00 USD 12/20/2024 Call
 

Master data

WKN: SW3VNF
Issuer: Société Générale
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 12/20/2024
Issue date: 9/22/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.81
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.72
Implied volatility: 0.39
Historic volatility: 0.25
Parity: 0.72
Time value: 0.15
Break-even: 520.25
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 3.57%
Delta: 0.82
Theta: -0.17
Omega: 4.75
Rho: 0.88
 

Quote data

Open: 0.790
High: 0.870
Low: 0.790
Previous Close: 0.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.19%
1 Month  
+10.39%
3 Months  
+93.18%
YTD
  -29.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.840
1M High / 1M Low: 1.040 0.770
6M High / 6M Low: 1.090 0.300
High (YTD): 1/30/2024 1.470
Low (YTD): 4/23/2024 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.854
Avg. volume 1W:   0.000
Avg. price 1M:   0.909
Avg. volume 1M:   0.000
Avg. price 6M:   0.667
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.38%
Volatility 6M:   156.00%
Volatility 1Y:   -
Volatility 3Y:   -