Soc. Generale Call 660 MSCI 20.12.2024
/ DE000SW3VNZ1
Soc. Generale Call 660 MSCI 20.12.../ DE000SW3VNZ1 /
| 9/13/2024 9:51:50 PM |
Chg.-0.002 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-3.28% |
0.061
Bid Size: 20,000 |
0.071
Ask Size: 20,000 |
MSCI Inc |
660.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SW3VNZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.90 |
| Time value: |
0.07 |
| Break-even: |
602.62 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
0.18 |
| Theta: |
-0.11 |
| Omega: |
12.88 |
| Rho: |
0.22 |
Quote data
| Open: |
0.049 |
| High: |
0.063 |
| Low: |
0.049 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.84% |
| 1 Month |
|
|
-3.28% |
| 3 Months |
|
|
+118.52% |
| YTD |
|
|
-82.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.061 |
| 1M High / 1M Low: |
0.098 |
0.061 |
| 6M High / 6M Low: |
0.240 |
0.016 |
| High (YTD): |
1/30/2024 |
0.450 |
| Low (YTD): |
7/22/2024 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.21% |
| Volatility 6M: |
|
478.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
