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Soc. Generale Call 680 MSCI 20.12.../  DE000SW3VN14  /

Frankfurt Zert./SG
10/15/2024  9:46:38 PM Chg.-0.002 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.072EUR -2.70% 0.075
Bid Size: 15,000		 0.085
Ask Size: 15,000		 MSCI Inc 680.00 USD 12/20/2024 Call
 

Master data

WKN: SW3VN1
Issuer: Société Générale
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 680.00 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: 67.08
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -0.67
Time value: 0.08
Break-even: 631.64
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.01
Spread abs.: 0.01
Spread %: 13.70%
Delta: 0.22
Theta: -0.17
Omega: 14.61
Rho: 0.20
 

Quote data

Open: 0.063
High: 0.076
Low: 0.063
Previous Close: 0.074
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+63.64%
3 Months  
+350.00%
YTD
  -75.17%
1 Year
  -71.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.060
1M High / 1M Low: 0.080 0.032
6M High / 6M Low: 0.099 0.007
High (YTD): 1/30/2024 0.390
Low (YTD): 7/22/2024 0.007
52W High: 1/30/2024 0.390
52W Low: 7/22/2024 0.007
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.037
Avg. volume 6M:   0.000
Avg. price 1Y:   0.120
Avg. volume 1Y:   0.000
Volatility 1M:   237.89%
Volatility 6M:   836.48%
Volatility 1Y:   608.54%
Volatility 3Y:   -