OverviewChartNewsTraderScreen

Soc. Generale Call 540 MSCI 20.12.../  DE000SW3VNM9  /

Frankfurt Zert./SG
10/15/2024  9:42:57 PM Chg.+0.020 Bid9:58:52 PM Ask9:58:52 PM Underlying Strike price Expiration date Option type
0.740EUR +2.78% 0.750
Bid Size: 7,000		 0.790
Ask Size: 7,000		 MSCI Inc 540.00 USD 12/20/2024 Call
 

Master data

WKN: SW3VNM
Issuer: Société Générale
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 540.00 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: 7.42
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.62
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 0.62
Time value: 0.13
Break-even: 570.00
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 5.63%
Delta: 0.80
Theta: -0.22
Omega: 5.97
Rho: 0.67
 

Quote data

Open: 0.670
High: 0.760
Low: 0.670
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.63%
1 Month  
+76.19%
3 Months  
+270.00%
YTD
  -10.84%
1 Year  
+10.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.640
1M High / 1M Low: 0.720 0.340
6M High / 6M Low: 0.720 0.140
High (YTD): 1/30/2024 1.040
Low (YTD): 4/23/2024 0.140
52W High: 1/30/2024 1.040
52W Low: 4/23/2024 0.140
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.513
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   0.497
Avg. volume 1Y:   0.000
Volatility 1M:   131.77%
Volatility 6M:   198.63%
Volatility 1Y:   167.07%
Volatility 3Y:   -