Soc. Generale Call 490 3HM 20.09.2024
/ DE000SW3VMS8
Soc. Generale Call 490 3HM 20.09..../ DE000SW3VMS8 /
| 12/09/2024 09:59:02 |
Chg.-0.110 |
Bid21:58:27 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-17.19% |
-
Bid Size: - |
-
Ask Size: - |
MSCI INC. A D... |
490.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW3VMS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
12/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
1.89 |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
0.45 |
| Break-even: |
550.00 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
82.65 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.60 |
| Theta: |
-3.68 |
| Omega: |
5.04 |
| Rho: |
0.05 |
Quote data
| Open: |
0.520 |
| High: |
0.530 |
| Low: |
0.520 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.11% |
| 1 Month |
|
|
-3.64% |
| 3 Months |
|
|
+103.85% |
| YTD |
|
|
-49.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.530 |
| 1M High / 1M Low: |
0.840 |
0.490 |
| 6M High / 6M Low: |
0.900 |
0.160 |
| High (YTD): |
30/01/2024 |
1.290 |
| Low (YTD): |
23/04/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.468 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.42% |
| Volatility 6M: |
|
227.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
