Soc. Generale Call 670 MSCI 20.12.2024
/ DE000SW3VN06
Soc. Generale Call 670 MSCI 20.12.../ DE000SW3VN06 /
| 2024-11-19 9:36:25 PM |
Chg.+0.001 |
Bid2024-11-19 |
Ask2024-11-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
+9.09% |
0.012
Bid Size: 100,000 |
0.022
Ask Size: 100,000 |
MSCI Inc |
670.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW3VN0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
670.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
266.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.73 |
| Time value: |
0.02 |
| Break-even: |
634.50 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
3.37 |
| Spread abs.: |
0.01 |
| Spread %: |
90.91% |
| Delta: |
0.09 |
| Theta: |
-0.14 |
| Omega: |
25.19 |
| Rho: |
0.04 |
Quote data
| Open: |
0.003 |
| High: |
0.013 |
| Low: |
0.003 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.83% |
| 1 Month |
|
|
-84.00% |
| 3 Months |
|
|
-75.00% |
| YTD |
|
|
-96.13% |
| 1 Year |
|
|
-94.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.011 |
| 1M High / 1M Low: |
0.068 |
0.006 |
| 6M High / 6M Low: |
0.090 |
0.006 |
| High (YTD): |
2024-01-30 |
0.420 |
| Low (YTD): |
2024-11-06 |
0.006 |
| 52W High: |
2024-01-30 |
0.420 |
| 52W Low: |
2024-11-06 |
0.006 |
| Avg. price 1W: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.038 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.115 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
848.27% |
| Volatility 6M: |
|
846.08% |
| Volatility 1Y: |
|
629.63% |
| Volatility 3Y: |
|
- |
