Soc. Generale Call 85 MS 21.06.2024
/ DE000SV44GX0
Soc. Generale Call 85 MS 21.06.20.../ DE000SV44GX0 /
| 03/06/2024 09:37:32 |
Chg.+0.06 |
Bid17:58:17 |
Ask17:58:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+5.56% |
1.13
Bid Size: 90,000 |
-
Ask Size: - |
Morgan Stanley |
85.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SV44GX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
08/05/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
1.18 |
| Time value: |
0.05 |
| Break-even: |
90.62 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
6.78 |
| Rho: |
0.04 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.32% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+147.83% |
| YTD |
|
|
+4.59% |
| 1 Year |
|
|
+21.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.06 |
| 1M High / 1M Low: |
1.49 |
0.76 |
| 6M High / 6M Low: |
1.49 |
0.36 |
| High (YTD): |
22/05/2024 |
1.49 |
| Low (YTD): |
18/01/2024 |
0.42 |
| 52W High: |
22/05/2024 |
1.49 |
| 52W Low: |
01/11/2023 |
0.17 |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
133.19% |
| Volatility 6M: |
|
198.95% |
| Volatility 1Y: |
|
185.57% |
| Volatility 3Y: |
|
- |
