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Soc. Generale Call 10.84 F 20.09..../  DE000SW22WC5  /

EUWAX
11/09/2024  09:43:21 Chg.-0.091 Bid20:10:02 Ask20:10:02 Underlying Strike price Expiration date Option type
0.059EUR -60.67% 0.060
Bid Size: 50,000		 -
Ask Size: -		 Ford Motor Company 10.84 USD 20/09/2024 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: 20/09/2024
Issue date: 04/09/2023
Last trading day: 19/09/2024
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 113.10
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.34
Parity: -0.48
Time value: 0.08
Break-even: 9.92
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 9.32
Spread abs.: 0.01
Spread %: 15.07%
Delta: 0.24
Theta: -0.01
Omega: 27.00
Rho: 0.00
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -82.65%
1 Month
  -76.40%
3 Months
  -96.49%
YTD
  -96.99%
1 Year
  -97.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.150
1M High / 1M Low: 0.570 0.130
6M High / 6M Low: 3.430 0.130
High (YTD): 19/07/2024 3.430
Low (YTD): 13/08/2024 0.130
52W High: 19/07/2024 3.430
52W Low: 13/08/2024 0.130
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   1.532
Avg. volume 6M:   0.000
Avg. price 1Y:   1.600
Avg. volume 1Y:   0.000
Volatility 1M:   335.61%
Volatility 6M:   246.75%
Volatility 1Y:   204.46%
Volatility 3Y:   -