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Soc. Generale Call 630 MSCI 20.12.../  DE000SW3VNW8  /

Frankfurt Zert./SG
15/10/2024  20:16:05 Chg.+0.020 Bid21:10:16 Ask21:10:16 Underlying Strike price Expiration date Option type
0.200EUR +11.11% 0.200
Bid Size: 100,000		 0.220
Ask Size: 100,000		 MSCI Inc 630.00 USD 20/12/2024 Call
 

Master data

WKN: SW3VNW
Issuer: Société Générale
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 630.00 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: 27.84
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -0.21
Time value: 0.20
Break-even: 597.50
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.43
Theta: -0.22
Omega: 11.85
Rho: 0.39
 

Quote data

Open: 0.160
High: 0.210
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+108.33%
3 Months  
+365.12%
YTD
  -54.55%
1 Year
  -45.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.190 0.074
6M High / 6M Low: 0.190 0.033
High (YTD): 30/01/2024 0.580
Low (YTD): 10/07/2024 0.033
52W High: 30/01/2024 0.580
52W Low: 10/07/2024 0.033
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.202
Avg. volume 1Y:   0.000
Volatility 1M:   198.60%
Volatility 6M:   327.13%
Volatility 1Y:   263.57%
Volatility 3Y:   -