Soc. Generale Call 580 MSCI 20.12.2024
/ DE000SW3VNR8
Soc. Generale Call 580 MSCI 20.12.../ DE000SW3VNR8 /
10/15/2024 7:04:36 PM |
Chg.+0.040 |
Bid7:55:10 PM |
Ask7:55:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+9.09% |
0.470 Bid Size: 70,000 |
0.500 Ask Size: 70,000 |
MSCI Inc |
580.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SW3VNR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
MSCI Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
580.00 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: |
12.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
0.25 |
Time value: |
0.21 |
Break-even: |
577.67 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.03 |
Spread %: |
6.98% |
Delta: |
0.67 |
Theta: |
-0.24 |
Omega: |
8.14 |
Rho: |
0.59 |
Quote data
Open: |
0.400 |
High: |
0.480 |
Low: |
0.400 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.08% |
1 Month |
|
|
+118.18% |
3 Months |
|
|
+380.00% |
YTD |
|
|
-25.00% |
1 Year |
|
|
-7.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.390 |
1M High / 1M Low: |
0.440 |
0.180 |
6M High / 6M Low: |
0.440 |
0.081 |
High (YTD): |
1/30/2024 |
0.840 |
Low (YTD): |
4/23/2024 |
0.081 |
52W High: |
1/30/2024 |
0.840 |
52W Low: |
4/23/2024 |
0.081 |
Avg. price 1W: |
|
0.416 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.290 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.191 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.340 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
160.25% |
Volatility 6M: |
|
228.36% |
Volatility 1Y: |
|
194.04% |
Volatility 3Y: |
|
- |