Soc. Generale Call 570 MSCI 20.09.2024
/ DE000SW3VM07
Soc. Generale Call 570 MSCI 20.09.../ DE000SW3VM07 /
| 09/08/2024 09:22:54 |
Chg.+0.011 |
Bid14:49:35 |
Ask14:49:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+21.15% |
0.064
Bid Size: 15,000 |
0.079
Ask Size: 15,000 |
MSCI Inc |
570.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW3VM0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
570.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.36 |
| Time value: |
0.08 |
| Break-even: |
529.82 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
0.27 |
| Theta: |
-0.20 |
| Omega: |
17.15 |
| Rho: |
0.14 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.052 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
+90.91% |
| 3 Months |
|
|
+26.00% |
| YTD |
|
|
-88.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.052 |
| 1M High / 1M Low: |
0.093 |
0.024 |
| 6M High / 6M Low: |
0.640 |
0.024 |
| High (YTD): |
30/01/2024 |
0.770 |
| Low (YTD): |
11/07/2024 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
443.56% |
| Volatility 6M: |
|
273.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
