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

EUWAX
2024-05-17  8:27:44 AM Chg.-0.019 Bid3:26:15 PM Ask3:26:15 PM Underlying Strike price Expiration date Option type
0.063EUR -23.17% 0.060
Bid Size: 10,000		 0.076
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: 0.063
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+162.50%
3 Months  
+46.51%
YTD
  -71.36%
1 Year
  -79.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.059
1M High / 1M Low: 0.082 0.013
6M High / 6M Low: 0.220 0.013
High (YTD): 2024-01-08 0.210
Low (YTD): 2024-04-30 0.013
52W High: 2023-07-24 0.440
52W Low: 2024-04-30 0.013
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.068
Avg. volume 6M:   0.000
Avg. price 1Y:   0.132
Avg. volume 1Y:   0.000
Volatility 1M:   594.28%
Volatility 6M:   448.79%
Volatility 1Y:   346.66%
Volatility 3Y:   -