Soc. Generale Call 10.84 F 20.09.2024
/ DE000SW22WC5
Soc. Generale Call 10.84 F 20.09..../ DE000SW22WC5 /
| 2024-06-28 9:46:20 PM |
Chg.+0.220 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
+13.92% |
1.790
Bid Size: 3,000 |
1.800
Ask Size: 3,000 |
Ford Motor Company |
10.84 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW22WC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.84 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
1.61 |
| Time value: |
0.21 |
| Break-even: |
11.91 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
5.66 |
| Rho: |
0.02 |
Quote data
| Open: |
1.530 |
| High: |
1.800 |
| Low: |
1.530 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.46% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
-29.96% |
| YTD |
|
|
-7.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.420 |
| 1M High / 1M Low: |
1.860 |
1.170 |
| 6M High / 6M Low: |
2.920 |
1.110 |
| High (YTD): |
2024-04-03 |
2.920 |
| Low (YTD): |
2024-01-18 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.78% |
| Volatility 6M: |
|
145.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
