Soc. Generale Call 610 MSCI 20.09.2024
/ DE000SW3VM49
Soc. Generale Call 610 MSCI 20.09.../ DE000SW3VM49 /
| 8/9/2024 3:53:42 PM |
Chg.-0.005 |
Bid4:06:12 PM |
Ask4:06:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
-16.13% |
0.026
Bid Size: 150,000 |
0.036
Ask Size: 150,000 |
MSCI Inc |
610.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW3VM4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
610.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
124.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-0.73 |
| Time value: |
0.04 |
| Break-even: |
562.77 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
2.56 |
| Spread abs.: |
0.01 |
| Spread %: |
34.48% |
| Delta: |
0.14 |
| Theta: |
-0.16 |
| Omega: |
17.44 |
| Rho: |
0.07 |
Quote data
| Open: |
0.027 |
| High: |
0.030 |
| Low: |
0.026 |
| Previous Close: |
0.031 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
+225.00% |
| 3 Months |
|
|
-29.73% |
| YTD |
|
|
-93.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.019 |
| 1M High / 1M Low: |
0.034 |
0.005 |
| 6M High / 6M Low: |
0.440 |
0.005 |
| High (YTD): |
1/30/2024 |
0.550 |
| Low (YTD): |
7/17/2024 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
644.10% |
| Volatility 6M: |
|
410.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
