Soc. Generale Call 10.84 F 20.09.2024
/ DE000SW22WC5
Soc. Generale Call 10.84 F 20.09..../ DE000SW22WC5 /
| 7/10/2024 3:50:07 PM |
Chg.0.00 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Ford Motor Company |
10.84 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
1.93 |
| Time value: |
0.15 |
| Break-even: |
12.07 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
5.30 |
| Rho: |
0.02 |
Quote data
| Open: |
1.98 |
| High: |
2.08 |
| Low: |
1.98 |
| Previous Close: |
2.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.58% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
-14.75% |
| YTD |
|
|
+6.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.94 |
| 1M High / 1M Low: |
2.08 |
1.21 |
| 6M High / 6M Low: |
2.98 |
1.11 |
| High (YTD): |
4/4/2024 |
2.98 |
| Low (YTD): |
5/30/2024 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.65% |
| Volatility 6M: |
|
141.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
