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Soc. Generale Call 75 MS 21.06.20.../  DE000SV44GW2  /

Frankfurt Zert./SG
2024-05-31  9:43:12 PM Chg.+0.030 Bid9:59:42 PM Ask- Underlying Strike price Expiration date Option type
2.070EUR +1.47% 2.130
Bid Size: 4,000		 -
Ask Size: -		 Morgan Stanley 75.00 USD 2024-06-21 Call
 

Master data

WKN: SV44GW
Issuer: Société Générale
Currency: EUR
Underlying: Morgan Stanley
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.21
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 2.11
Implied volatility: 0.66
Historic volatility: 0.22
Parity: 2.11
Time value: 0.03
Break-even: 90.53
Moneyness: 1.30
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.03
Omega: 4.07
Rho: 0.04
 

Quote data

Open: 1.990
High: 2.080
Low: 1.980
Previous Close: 2.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month  
+22.49%
3 Months  
+72.50%
YTD  
+14.36%
1 Year  
+38.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.230 2.040
1M High / 1M Low: 2.510 1.690
6M High / 6M Low: 2.510 0.830
High (YTD): 2024-05-21 2.510
Low (YTD): 2024-01-18 1.020
52W High: 2024-05-21 2.510
52W Low: 2023-10-27 0.440
Avg. price 1W:   2.130
Avg. volume 1W:   0.000
Avg. price 1M:   2.166
Avg. volume 1M:   0.000
Avg. price 6M:   1.534
Avg. volume 6M:   0.000
Avg. price 1Y:   1.386
Avg. volume 1Y:   0.000
Volatility 1M:   64.14%
Volatility 6M:   124.43%
Volatility 1Y:   125.55%
Volatility 3Y:   -