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Soc. Generale Call 490 MSCI 20.12.../  DE000SW3VNG1  /

Frankfurt Zert./SG
10/15/2024  6:51:47 PM Chg.+0.050 Bid7:31:35 PM Ask- Underlying Strike price Expiration date Option type
1.170EUR +4.46% 1.160
Bid Size: 50,000		 -
Ask Size: -		 MSCI Inc 490.00 USD 12/20/2024 Call
 

Master data

WKN: SW3VNG
Issuer: Société Générale
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 490.00 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: 4.97
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.08
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 1.08
Time value: 0.04
Break-even: 561.17
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.10
Omega: 4.72
Rho: 0.75
 

Quote data

Open: 1.090
High: 1.170
Low: 1.090
Previous Close: 1.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+51.95%
3 Months  
+185.37%
YTD  
+2.63%
1 Year  
+28.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 1.040
1M High / 1M Low: 1.120 0.660
6M High / 6M Low: 1.120 0.250
High (YTD): 1/30/2024 1.400
Low (YTD): 4/23/2024 0.250
52W High: 1/30/2024 1.400
52W Low: 4/23/2024 0.250
Avg. price 1W:   1.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.881
Avg. volume 1M:   0.000
Avg. price 6M:   0.591
Avg. volume 6M:   0.000
Avg. price 1Y:   0.765
Avg. volume 1Y:   117.647
Volatility 1M:   94.02%
Volatility 6M:   162.61%
Volatility 1Y:   137.60%
Volatility 3Y:   -