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Soc. Generale Call 105 MS 21.06.2.../  DE000SV459T2  /

Frankfurt Zert./SG
2024-05-17  2:17:42 PM Chg.-0.011 Bid2:40:14 PM Ask2:40:14 PM Underlying Strike price Expiration date Option type
0.061EUR -15.28% 0.061
Bid Size: 10,000		 0.078
Ask Size: 10,000		 Morgan Stanley 105.00 USD 2024-06-21 Call
 

Master data

WKN: SV459T
Issuer: Société Générale
Currency: EUR
Underlying: Morgan Stanley
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 119.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.22
Parity: -0.50
Time value: 0.08
Break-even: 97.39
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.89
Spread abs.: 0.01
Spread %: 14.93%
Delta: 0.23
Theta: -0.03
Omega: 27.53
Rho: 0.02
 

Quote data

Open: 0.063
High: 0.063
Low: 0.061
Previous Close: 0.072
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.67%
1 Month  
+90.63%
3 Months  
+12.96%
YTD
  -72.27%
1 Year
  -78.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.060
1M High / 1M Low: 0.088 0.019
6M High / 6M Low: 0.220 0.019
High (YTD): 2024-01-08 0.210
Low (YTD): 2024-04-30 0.019
52W High: 2023-07-25 0.430
52W Low: 2024-04-30 0.019
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.133
Avg. volume 1Y:   0.000
Volatility 1M:   359.05%
Volatility 6M:   386.80%
Volatility 1Y:   307.35%
Volatility 3Y:   -