Soc. Generale Call 160 MS 19.12.2.../  DE000SJ2JR14  /

EUWAX
2024-11-15  9:41:39 AM Chg.-0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.570EUR -5.00% -
Bid Size: -
-
Ask Size: -
Morgan Stanley 160.00 USD 2025-12-19 Call
 

Master data

WKN: SJ2JR1
Issuer: Société Générale
Currency: EUR
Underlying: Morgan Stanley
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-12-19
Issue date: 2024-11-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.01
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.25
Parity: -2.46
Time value: 0.67
Break-even: 158.68
Moneyness: 0.84
Premium: 0.25
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.34
Theta: -0.02
Omega: 6.49
Rho: 0.40
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -