Soc. Generale Call 520 MSCI 20.12.2024
/ DE000SW3VNK3
Soc. Generale Call 520 MSCI 20.12.../ DE000SW3VNK3 /
| 13/09/2024 21:26:13 |
Chg.0.000 |
Bid21:42:27 |
Ask21:42:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
0.00% |
0.560
Bid Size: 80,000 |
0.580
Ask Size: 80,000 |
MSCI Inc |
520.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW3VNK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.36 |
| Time value: |
0.21 |
| Break-even: |
526.36 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.72 |
| Theta: |
-0.18 |
| Omega: |
6.34 |
| Rho: |
0.82 |
Quote data
| Open: |
0.510 |
| High: |
0.580 |
| Low: |
0.510 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.75% |
| 1 Month |
|
|
+12.00% |
| 3 Months |
|
|
+107.41% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.550 |
| 1M High / 1M Low: |
0.740 |
0.460 |
| 6M High / 6M Low: |
0.840 |
0.190 |
| High (YTD): |
30/01/2024 |
1.190 |
| Low (YTD): |
23/04/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.445 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.39% |
| Volatility 6M: |
|
178.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
