Soc. Generale Call 480 MSCI 20.12.2024
/ DE000SW3VNF3
Soc. Generale Call 480 MSCI 20.12.../ DE000SW3VNF3 /
| 7/12/2024 9:24:25 AM |
Chg.+0.040 |
Bid12:48:44 PM |
Ask12:48:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+9.76% |
0.440
Bid Size: 10,000 |
0.480
Ask Size: 10,000 |
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: |
9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.13 |
| Time value: |
0.34 |
| Break-even: |
488.42 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.62 |
| Theta: |
-0.13 |
| Omega: |
6.03 |
| Rho: |
1.04 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
+4.65% |
| 3 Months |
|
|
-47.67% |
| YTD |
|
|
-62.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.410 |
| 1M High / 1M Low: |
0.450 |
0.370 |
| 6M High / 6M Low: |
1.490 |
0.320 |
| High (YTD): |
1/30/2024 |
1.490 |
| Low (YTD): |
4/24/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.784 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.43% |
| Volatility 6M: |
|
143.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
