Soc. Generale Call 500 MCO 19.12..../  DE000SU50VJ7  /

EUWAX
11/15/2024  8:40:32 AM Chg.+0.03 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
4.91EUR +0.61% -
Bid Size: -
-
Ask Size: -
Moodys Corp 500.00 - 12/19/2025 Call
 

Master data

WKN: SU50VJ
Issuer: Société Générale
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 12/19/2025
Issue date: 12/19/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.58
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -5.04
Time value: 5.24
Break-even: 552.40
Moneyness: 0.90
Premium: 0.23
Premium p.a.: 0.21
Spread abs.: 0.09
Spread %: 1.75%
Delta: 0.49
Theta: -0.10
Omega: 4.24
Rho: 1.85
 

Quote data

Open: 4.91
High: 4.91
Low: 4.91
Previous Close: 4.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.39%
1 Month
  -11.53%
3 Months
  -4.10%
YTD  
+55.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.01 4.70
1M High / 1M Low: 5.55 3.62
6M High / 6M Low: 6.00 2.70
High (YTD): 9/23/2024 6.00
Low (YTD): 5/3/2024 2.29
52W High: - -
52W Low: - -
Avg. price 1W:   4.87
Avg. volume 1W:   0.00
Avg. price 1M:   4.52
Avg. volume 1M:   0.00
Avg. price 6M:   4.44
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.38%
Volatility 6M:   81.59%
Volatility 1Y:   -
Volatility 3Y:   -