Soc. Generale Call 590 MSCI 20.12.2024
/ DE000SW3VNS6
Soc. Generale Call 590 MSCI 20.12.../ DE000SW3VNS6 /
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: |
|
- |