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Soc. Generale Call 100 MS 20.12.2.../  DE000SV459W6  /

EUWAX
31/05/2024  12:59:02 Chg.- Bid07:48:46 Ask07:48:46 Underlying Strike price Expiration date Option type
0.580EUR - 0.620
Bid Size: 8,000		 0.670
Ask Size: 8,000		 Morgan Stanley 100.00 USD 20/12/2024 Call
 

Master data

WKN: SV459W
Issuer: Société Générale
Currency: EUR
Underlying: Morgan Stanley
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.09
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -0.20
Time value: 0.64
Break-even: 98.54
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.53
Theta: -0.02
Omega: 7.51
Rho: 0.23
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.43%
1 Month  
+26.09%
3 Months  
+107.14%
YTD
  -10.77%
1 Year
  -1.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.570
1M High / 1M Low: 0.820 0.460
6M High / 6M Low: 0.820 0.210
High (YTD): 22/05/2024 0.820
Low (YTD): 28/02/2024 0.260
52W High: 25/07/2023 0.840
52W Low: 27/10/2023 0.120
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.661
Avg. volume 1M:   0.000
Avg. price 6M:   0.444
Avg. volume 6M:   0.000
Avg. price 1Y:   0.441
Avg. volume 1Y:   0.000
Volatility 1M:   140.23%
Volatility 6M:   187.56%
Volatility 1Y:   171.25%
Volatility 3Y:   -