Soc. Generale Call 610 MSCI 20.12.2024
/ DE000SW3VNU2
Soc. Generale Call 610 MSCI 20.12.../ DE000SW3VNU2 /
| 08/08/2024 21:46:01 |
Chg.0.000 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.130
Bid Size: 20,000 |
0.140
Ask Size: 20,000 |
MSCI Inc |
610.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW3VNU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
610.00 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: |
39.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.78 |
| Time value: |
0.12 |
| Break-even: |
570.22 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.25 |
| Theta: |
-0.11 |
| Omega: |
10.06 |
| Rho: |
0.40 |
Quote data
| Open: |
0.110 |
| High: |
0.130 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
+140.74% |
| 3 Months |
|
|
+80.56% |
| YTD |
|
|
-74.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.110 |
| 1M High / 1M Low: |
0.150 |
0.051 |
| 6M High / 6M Low: |
0.570 |
0.050 |
| High (YTD): |
30/01/2024 |
0.670 |
| Low (YTD): |
04/07/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
427.49% |
| Volatility 6M: |
|
247.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
