Soc. Generale Call 690 MSCI 20.12.2024
/ DE000SW3VN22
Soc. Generale Call 690 MSCI 20.12.../ DE000SW3VN22 /
| 12/07/2024 09:24:25 |
Chg.+0.002 |
Bid16:16:29 |
Ask16:16:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.007EUR |
+40.00% |
0.009
Bid Size: 175,000 |
0.020
Ask Size: 175,000 |
MSCI Inc |
690.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW3VN2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
690.00 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: |
226.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-1.81 |
| Time value: |
0.02 |
| Break-even: |
636.54 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.01 |
| Spread %: |
122.22% |
| Delta: |
0.06 |
| Theta: |
-0.03 |
| Omega: |
13.12 |
| Rho: |
0.11 |
Quote data
| Open: |
0.007 |
| High: |
0.007 |
| Low: |
0.007 |
| Previous Close: |
0.005 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-58.82% |
| 3 Months |
|
|
-93.00% |
| YTD |
|
|
-97.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.009 |
0.005 |
| 1M High / 1M Low: |
0.017 |
0.005 |
| 6M High / 6M Low: |
0.360 |
0.005 |
| High (YTD): |
30/01/2024 |
0.360 |
| Low (YTD): |
11/07/2024 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.111 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.75% |
| Volatility 6M: |
|
335.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
