Soc. Generale Call 95 MS 21.06.2024
/ DE000SV44GY8
Soc. Generale Call 95 MS 21.06.20.../ DE000SV44GY8 /
2024-05-21 9:36:08 PM |
Chg.+0.130 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+22.81% |
0.680 Bid Size: 4,500 |
0.690 Ask Size: 4,500 |
Morgan Stanley |
95.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SV44GY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Morgan Stanley |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 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: |
15.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
0.49 |
Time value: |
0.10 |
Break-even: |
93.37 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
0.81 |
Theta: |
-0.04 |
Omega: |
12.63 |
Rho: |
0.06 |
Quote data
Open: |
0.550 |
High: |
0.710 |
Low: |
0.540 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+29.63% |
1 Month |
|
|
+311.76% |
3 Months |
|
|
+400.00% |
YTD |
|
|
+34.62% |
1 Year |
|
|
+40.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.540 |
1M High / 1M Low: |
0.600 |
0.160 |
6M High / 6M Low: |
0.600 |
0.075 |
High (YTD): |
2024-05-15 |
0.600 |
Low (YTD): |
2024-04-15 |
0.120 |
52W High: |
2023-07-25 |
0.820 |
52W Low: |
2023-11-01 |
0.064 |
Avg. price 1W: |
|
0.564 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.349 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.256 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.328 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
239.50% |
Volatility 6M: |
|
315.57% |
Volatility 1Y: |
|
261.10% |
Volatility 3Y: |
|
- |