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Soc. Generale Call 660 MSCI 20.12.../  DE000SW3VNZ1  /

Frankfurt Zert./SG
15/10/2024  21:44:34 Chg.0.000 Bid21:59:54 Ask21:59:54 Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 15,000		 0.120
Ask Size: 15,000		 MSCI Inc 660.00 USD 20/12/2024 Call
 

Master data

WKN: SW3VNZ
Issuer: Société Générale
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 660.00 USD
Maturity: 20/12/2024
Issue date: 22/09/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 50.61
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -0.48
Time value: 0.11
Break-even: 616.01
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.28
Theta: -0.18
Omega: 14.21
Rho: 0.26
 

Quote data

Open: 0.091
High: 0.120
Low: 0.090
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+86.44%
3 Months  
+358.33%
YTD
  -67.65%
1 Year
  -62.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.110 0.045
6M High / 6M Low: 0.120 0.016
High (YTD): 30/01/2024 0.450
Low (YTD): 22/07/2024 0.016
52W High: 30/01/2024 0.450
52W Low: 22/07/2024 0.016
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   0.148
Avg. volume 1Y:   0.000
Volatility 1M:   184.57%
Volatility 6M:   480.39%
Volatility 1Y:   365.93%
Volatility 3Y:   -