Soc. Generale Call 590 MSCI 20.12.../  DE000SW3VNS6  /

Frankfurt Zert./SG
2024-11-19  9:44:34 PM Chg.+0.030 Bid2024-11-19 Ask2024-11-19 Underlying Strike price Expiration date Option type
0.200EUR +17.65% 0.200
Bid Size: 80,000
0.220
Ask Size: 80,000
MSCI Inc 590.00 USD 2024-12-20 Call
 

Master data

WKN: SW3VNS
Issuer: Société Générale
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 590.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-22
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 27.99
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.03
Implied volatility: 0.27
Historic volatility: 0.25
Parity: 0.03
Time value: 0.17
Break-even: 576.89
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.56
Theta: -0.31
Omega: 15.54
Rho: 0.25
 

Quote data

Open: 0.160
High: 0.230
Low: 0.130
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -44.44%
3 Months     0.00%
YTD
  -66.67%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.170
1M High / 1M Low: 0.340 0.110
6M High / 6M Low: 0.400 0.072
High (YTD): 2024-01-30 0.770
Low (YTD): 2024-04-23 0.070
52W High: 2024-01-30 0.770
52W Low: 2024-04-23 0.070
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.181
Avg. volume 6M:   0.000
Avg. price 1Y:   0.293
Avg. volume 1Y:   0.000
Volatility 1M:   401.33%
Volatility 6M:   246.18%
Volatility 1Y:   220.20%
Volatility 3Y:   -