Soc. Generale Call 70 MS 21.06.2024
/ DE000SV6HMG6
Soc. Generale Call 70 MS 21.06.20.../ DE000SV6HMG6 /
| 2024-06-03 8:49:23 AM |
Chg.+0.08 |
Bid1:08:02 PM |
Ask1:08:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.52EUR |
+3.28% |
2.49
Bid Size: 4,000 |
-
Ask Size: - |
Morgan Stanley |
70.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV6HMG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.22 |
| Parity: |
2.57 |
| Time value: |
0.03 |
| Break-even: |
90.50 |
| Moneyness: |
1.40 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.04 |
| Omega: |
3.36 |
| Rho: |
0.03 |
Quote data
| Open: |
2.52 |
| High: |
2.52 |
| Low: |
2.52 |
| Previous Close: |
2.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.08% |
| 1 Month |
|
|
+23.53% |
| 3 Months |
|
|
+66.89% |
| YTD |
|
|
+14.55% |
| 1 Year |
|
|
+38.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.44 |
| 1M High / 1M Low: |
2.84 |
2.04 |
| 6M High / 6M Low: |
2.84 |
1.16 |
| High (YTD): |
2024-05-22 |
2.84 |
| Low (YTD): |
2024-01-18 |
1.39 |
| 52W High: |
2024-05-22 |
2.84 |
| 52W Low: |
2023-10-27 |
0.65 |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
60.20% |
| Volatility 6M: |
|
103.07% |
| Volatility 1Y: |
|
105.85% |
| Volatility 3Y: |
|
- |
