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

EUWAX
6/3/2024  9:37:34 AM Chg.+0.040 Bid2:52:02 PM Ask2:52:02 PM Underlying Strike price Expiration date Option type
0.340EUR +13.33% 0.310
Bid Size: 9,700		 0.360
Ask Size: 9,700		 Morgan Stanley 95.00 USD 6/21/2024 Call
 

Master data

WKN: SV44GY
Issuer: Société Générale
Currency: EUR
Underlying: Morgan Stanley
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.72
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.26
Implied volatility: 0.27
Historic volatility: 0.22
Parity: 0.26
Time value: 0.12
Break-even: 91.34
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.71
Theta: -0.06
Omega: 16.82
Rho: 0.03
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month  
+100.00%
3 Months  
+183.33%
YTD
  -35.85%
1 Year
  -35.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.290
1M High / 1M Low: 0.630 0.170
6M High / 6M Low: 0.630 0.120
High (YTD): 5/22/2024 0.630
Low (YTD): 4/16/2024 0.120
52W High: 7/25/2023 0.820
52W Low: 11/1/2023 0.064
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   0.000
Volatility 1M:   300.19%
Volatility 6M:   308.97%
Volatility 1Y:   260.44%
Volatility 3Y:   -