Soc. Generale Call 110 MS 21.03.2025
/ DE000SW2YBV1
Soc. Generale Call 110 MS 21.03.2.../ DE000SW2YBV1 /
| 2024-06-13 10:07:21 AM |
Chg.-0.020 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
110.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW2YBV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-08-31 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-1.33 |
| Time value: |
0.36 |
| Break-even: |
105.33 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
8.15 |
| Rho: |
0.20 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
-36.00% |
| 3 Months |
|
|
+45.45% |
| YTD |
|
|
-31.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.340 |
| 1M High / 1M Low: |
0.590 |
0.340 |
| 6M High / 6M Low: |
0.590 |
0.190 |
| High (YTD): |
2024-05-22 |
0.590 |
| Low (YTD): |
2024-03-01 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.459 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.331 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.04% |
| Volatility 6M: |
|
188.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
