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

EUWAX
2024-11-19  9:18:43 AM Chg.+0.010 Bid9:15:24 PM Ask9:15:24 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% 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: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -50.00%
3 Months
  -20.00%
YTD
  -72.88%
1 Year
  -60.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.210
1M High / 1M Low: 0.330 0.110
6M High / 6M Low: 0.360 0.069
High (YTD): 2024-01-30 0.780
Low (YTD): 2024-07-11 0.069
52W High: 2024-01-30 0.780
52W Low: 2024-07-11 0.069
Avg. price 1W:   0.237
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.286
Avg. volume 1Y:   0.000
Volatility 1M:   444.24%
Volatility 6M:   261.49%
Volatility 1Y:   229.41%
Volatility 3Y:   -