OverviewChartNewsTraderScreen

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

EUWAX
2024-05-21  9:36:27 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.550EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 0.550
Low: 0.550
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+323.08%
3 Months  
+292.86%
YTD  
+3.77%
1 Year  
+10.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.450
1M High / 1M Low: 0.560 0.160
6M High / 6M Low: 0.560 0.077
High (YTD): 2024-05-16 0.560
Low (YTD): 2024-04-16 0.120
52W High: 2023-07-25 0.820
52W Low: 2023-11-01 0.064
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   0.244
Avg. volume 6M:   0.000
Avg. price 1Y:   0.322
Avg. volume 1Y:   0.000
Volatility 1M:   283.68%
Volatility 6M:   309.06%
Volatility 1Y:   258.79%
Volatility 3Y:   -