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Soc. Generale Call 95 MS 21.06.20.../  DE000SV44GY8  /

Frankfurt Zert./SG
2024-06-07  6:14:12 PM Chg.+0.020 Bid6:33:47 PM Ask6:33:47 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% 0.270
Bid Size: 100,000		 0.280
Ask Size: 100,000		 Morgan Stanley 95.00 USD 2024-06-21 Call
 

Master data

WKN: SV44GY
Issuer: Société Générale
Currency: EUR
Underlying: Morgan Stanley
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.76
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.17
Implied volatility: 0.25
Historic volatility: 0.22
Parity: 0.17
Time value: 0.11
Break-even: 90.02
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.67
Theta: -0.06
Omega: 21.31
Rho: 0.02
 

Quote data

Open: 0.250
High: 0.300
Low: 0.200
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -12.50%
3 Months  
+100.00%
YTD
  -46.15%
1 Year
  -54.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.260
1M High / 1M Low: 0.700 0.260
6M High / 6M Low: 0.700 0.120
High (YTD): 2024-05-21 0.700
Low (YTD): 2024-04-15 0.120
52W High: 2023-07-25 0.820
52W Low: 2023-11-01 0.064
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   240.12%
Volatility 6M:   316.10%
Volatility 1Y:   264.15%
Volatility 3Y:   -