Soc. Generale Call 580 MSCI 20.12.2024
/ DE000SW3VNR8
Soc. Generale Call 580 MSCI 20.12.../ DE000SW3VNR8 /
| 09/08/2024 09:22:55 |
Chg.+0.010 |
Bid12:00:18 |
Ask12:00:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.200
Bid Size: 20,000 |
0.220
Ask Size: 20,000 |
MSCI Inc |
580.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW3VNR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.45 |
| Time value: |
0.21 |
| Break-even: |
552.38 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.37 |
| Theta: |
-0.14 |
| Omega: |
8.68 |
| Rho: |
0.59 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
+111.11% |
| 3 Months |
|
|
+90.00% |
| YTD |
|
|
-70.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.170 |
| 1M High / 1M Low: |
0.230 |
0.083 |
| 6M High / 6M Low: |
0.710 |
0.081 |
| High (YTD): |
30/01/2024 |
0.840 |
| Low (YTD): |
02/07/2024 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.21% |
| Volatility 6M: |
|
218.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
