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Soc. Generale Call 510 MSCI 20.12.../  DE000SW3VNJ5  /

EUWAX
2024-11-19  9:18:43 AM Chg.+0.030 Bid9:01:09 PM Ask9:01:09 PM Underlying Strike price Expiration date Option type
0.790EUR +3.95% 0.840
Bid Size: 50,000		 -
Ask Size: -		 MSCI Inc 510.00 USD 2024-12-20 Call
 

Master data

WKN: SW3VNJ
Issuer: Société Générale
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 510.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-22
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.00
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.78
Implied volatility: 0.26
Historic volatility: 0.25
Parity: 0.78
Time value: 0.02
Break-even: 561.38
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.07
Omega: 6.87
Rho: 0.40
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.82%
1 Month
  -10.23%
3 Months  
+27.42%
YTD
  -21.78%
1 Year  
+6.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.760
1M High / 1M Low: 0.960 0.570
6M High / 6M Low: 0.960 0.240
High (YTD): 2024-01-30 1.270
Low (YTD): 2024-04-24 0.230
52W High: 2024-01-30 1.270
52W Low: 2024-04-24 0.230
Avg. price 1W:   0.854
Avg. volume 1W:   0.000
Avg. price 1M:   0.770
Avg. volume 1M:   0.000
Avg. price 6M:   0.542
Avg. volume 6M:   0.000
Avg. price 1Y:   0.654
Avg. volume 1Y:   0.000
Volatility 1M:   173.67%
Volatility 6M:   154.64%
Volatility 1Y:   152.68%
Volatility 3Y:   -