Soc. Generale Call 690 MSCI 20.12.2024
/ DE000SW3VN22
Soc. Generale Call 690 MSCI 20.12.../ DE000SW3VN22 /
| 8/9/2024 9:22:55 AM |
Chg.+0.003 |
Bid10:33:33 AM |
Ask10:33:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+8.57% |
0.040
Bid Size: 20,000 |
0.051
Ask Size: 20,000 |
MSCI Inc |
690.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SW3VN2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
690.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
97.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-1.46 |
| Time value: |
0.05 |
| Break-even: |
637.16 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
25.00% |
| Delta: |
0.12 |
| Theta: |
-0.07 |
| Omega: |
11.41 |
| Rho: |
0.19 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.035 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.45% |
| 1 Month |
|
|
+375.00% |
| 3 Months |
|
|
+137.50% |
| YTD |
|
|
-85.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.022 |
| 1M High / 1M Low: |
0.049 |
0.002 |
| 6M High / 6M Low: |
0.280 |
0.002 |
| High (YTD): |
1/30/2024 |
0.360 |
| Low (YTD): |
7/23/2024 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.077 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
5,921.86% |
| Volatility 6M: |
|
2,463.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
