Soc. Generale Call 480 MSCI 20.12.2024
/ DE000SW3VNF3
Soc. Generale Call 480 MSCI 20.12.../ DE000SW3VNF3 /
| 15/10/2024 09:11:36 |
Chg.+0.01 |
Bid21:02:04 |
Ask21:02:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
+0.85% |
1.23
Bid Size: 50,000 |
-
Ask Size: - |
MSCI Inc |
480.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW3VNF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
1.17 |
| Time value: |
0.03 |
| Break-even: |
560.00 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.07 |
| Omega: |
4.53 |
| Rho: |
0.77 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.21% |
| 1 Month |
|
|
+45.68% |
| 3 Months |
|
|
+136.00% |
| YTD |
|
|
-1.67% |
| 1 Year |
|
|
+21.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.95 |
| 1M High / 1M Low: |
1.17 |
0.69 |
| 6M High / 6M Low: |
1.17 |
0.32 |
| High (YTD): |
30/01/2024 |
1.49 |
| Low (YTD): |
24/04/2024 |
0.32 |
| 52W High: |
30/01/2024 |
1.49 |
| 52W Low: |
24/04/2024 |
0.32 |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.58% |
| Volatility 6M: |
|
153.14% |
| Volatility 1Y: |
|
132.32% |
| Volatility 3Y: |
|
- |
