Soc. Generale Call 10.84 F 20.09.2024
/ DE000SW22WC5
Soc. Generale Call 10.84 F 20.09..../ DE000SW22WC5 /
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: |
|
- |