Soc. Generale Call 590 MSCI 20.12.2024
/ DE000SW3VNS6
Soc. Generale Call 590 MSCI 20.12.../ DE000SW3VNS6 /
| 08/08/2024 21:43:01 |
Chg.+0.010 |
Bid08:23:47 |
Ask08:23:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
0.160
Bid Size: 20,000 |
0.180
Ask Size: 20,000 |
MSCI Inc |
590.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW3VNS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
590.00 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: |
29.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.60 |
| Time value: |
0.16 |
| Break-even: |
555.92 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.31 |
| Theta: |
-0.13 |
| Omega: |
9.39 |
| Rho: |
0.49 |
Quote data
| Open: |
0.150 |
| High: |
0.180 |
| Low: |
0.150 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+140.00% |
| 3 Months |
|
|
+63.64% |
| YTD |
|
|
-70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.160 |
| 1M High / 1M Low: |
0.200 |
0.075 |
| 6M High / 6M Low: |
0.670 |
0.070 |
| High (YTD): |
30/01/2024 |
0.770 |
| Low (YTD): |
23/04/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
374.41% |
| Volatility 6M: |
|
224.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
