Soc. Generale Call 100 MS 20.12.2024
/ DE000SV459W6
Soc. Generale Call 100 MS 20.12.2.../ DE000SV459W6 /
2024-06-13 4:36:38 PM |
Chg.-0.050 |
Bid5:29:19 PM |
Ask5:29:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-10.00% |
0.470 Bid Size: 175,000 |
0.480 Ask Size: 175,000 |
Morgan Stanley |
100.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SV459W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Morgan Stanley |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-09 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
-0.40 |
Time value: |
0.50 |
Break-even: |
97.48 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
2.04% |
Delta: |
0.47 |
Theta: |
-0.02 |
Omega: |
8.38 |
Rho: |
0.19 |
Quote data
Open: |
0.460 |
High: |
0.470 |
Low: |
0.450 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
-38.36% |
3 Months |
|
|
+12.50% |
YTD |
|
|
-30.77% |
1 Year |
|
|
-35.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.500 |
1M High / 1M Low: |
0.860 |
0.500 |
6M High / 6M Low: |
0.860 |
0.270 |
High (YTD): |
2024-05-21 |
0.860 |
Low (YTD): |
2024-02-27 |
0.270 |
52W High: |
2024-05-21 |
0.860 |
52W Low: |
2023-11-01 |
0.120 |
Avg. price 1W: |
|
0.534 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.658 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.473 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.445 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
91.50% |
Volatility 6M: |
|
185.90% |
Volatility 1Y: |
|
173.51% |
Volatility 3Y: |
|
- |