Look what I've found :-)
I don't know if it is the right way to do so though, but it seems to do the job.

Actually, there's still a corner case here : if I created a contact "me" with my own number and use it to send a text to myself, here I would get all my sent messages to other contacts as well, thus I would be redirected to a random thread (one I have sent messages in).

So the logic would need to be : 
```
if (receiver matches number) OR (sender matches number && number does not match myNumber) )
```
So I need a way to find my own number. Is it possible?

(Note that would leave the corner case where I sent a sms to myself but never received it back for some reason, but I guess I'm being pedantic here ;-) )