Soc. Generale Call 10.84 F 17.01.2025
/ DE000SQ86X67
Soc. Generale Call 10.84 F 17.01..../ DE000SQ86X67 /
| 7/10/2024 5:45:44 PM |
Chg.+0.020 |
Bid6:17:59 PM |
Ask6:17:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
+0.83% |
2.460
Bid Size: 45,000 |
2.470
Ask Size: 45,000 |
Ford Motor Company |
10.84 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SQ86X6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.84 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
1.93 |
| Time value: |
0.46 |
| Break-even: |
12.38 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
4.22 |
| Rho: |
0.04 |
Quote data
| Open: |
2.320 |
| High: |
2.440 |
| Low: |
2.310 |
| Previous Close: |
2.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.72% |
| 1 Month |
|
|
+14.55% |
| 3 Months |
|
|
-10.62% |
| YTD |
|
|
+10.91% |
| 1 Year |
|
|
-47.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.440 |
2.280 |
| 1M High / 1M Low: |
2.440 |
1.600 |
| 6M High / 6M Low: |
3.190 |
1.360 |
| High (YTD): |
4/3/2024 |
3.190 |
| Low (YTD): |
1/18/2024 |
1.360 |
| 52W High: |
7/11/2023 |
4.780 |
| 52W Low: |
11/9/2023 |
1.030 |
| Avg. price 1W: |
|
2.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.984 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.218 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
108.87% |
| Volatility 6M: |
|
114.70% |
| Volatility 1Y: |
|
114.03% |
| Volatility 3Y: |
|
- |
