Soc. Generale Call 105 MS 21.06.2024
/ DE000SV459T2
Soc. Generale Call 105 MS 21.06.2.../ DE000SV459T2 /
| 2024-05-20 9:44:52 PM |
Chg.-0.004 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-5.41% |
0.071
Bid Size: 10,000 |
0.081
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: |
109.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
-0.44 |
| Time value: |
0.08 |
| Break-even: |
97.41 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.01 |
| Spread %: |
13.51% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
27.74 |
| Rho: |
0.02 |
Quote data
| Open: |
0.068 |
| High: |
0.082 |
| Low: |
0.068 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+118.75% |
| 3 Months |
|
|
+62.79% |
| YTD |
|
|
-68.18% |
| 1 Year |
|
|
-73.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.066 |
| 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: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.131 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
373.97% |
| Volatility 6M: |
|
386.42% |
| Volatility 1Y: |
|
308.17% |
| Volatility 3Y: |
|
- |
