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Soc. Generale Call 95 MS 21.06.20.../  DE000SV44GY8  /

Frankfurt Zert./SG
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:   -