Soc. Generale Call 530 MSCI 20.12.2024
/ DE000SW3VNL1
Soc. Generale Call 530 MSCI 20.12.../ DE000SW3VNL1 /
| 8/8/2024 9:49:46 PM |
Chg.0.000 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
0.390
Bid Size: 10,000 |
0.410
Ask Size: 10,000 |
MSCI Inc |
530.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SW3VNL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 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: |
12.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.05 |
| Time value: |
0.37 |
| Break-even: |
522.01 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.54 |
| Theta: |
-0.16 |
| Omega: |
7.04 |
| Rho: |
0.82 |
Quote data
| Open: |
0.350 |
| High: |
0.400 |
| Low: |
0.340 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.89% |
| 1 Month |
|
|
+73.91% |
| 3 Months |
|
|
+73.91% |
| YTD |
|
|
-55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.360 |
| 1M High / 1M Low: |
0.470 |
0.220 |
| 6M High / 6M Low: |
1.020 |
0.160 |
| High (YTD): |
1/30/2024 |
1.130 |
| Low (YTD): |
4/23/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.00% |
| Volatility 6M: |
|
181.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
