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Soc. Generale Call 10.84 F 20.12..../  DE000SU2TH45  /

Frankfurt Zert./SG
2024-07-29  11:01:52 AM Chg.-0.030 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
1.050EUR -2.78% 1.050
Bid Size: 4,000		 1.120
Ask Size: 4,000		 Ford Motor Company 10.84 USD 2024-12-20 Call
 

Master data

WKN: SU2TH4
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 10.84 USD
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 9.78
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.33
Implied volatility: 0.32
Historic volatility: 0.34
Parity: 0.33
Time value: 0.74
Break-even: 11.04
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.94%
Delta: 0.63
Theta: 0.00
Omega: 6.15
Rho: 0.02
 

Quote data

Open: 1.060
High: 1.060
Low: 1.040
Previous Close: 1.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -68.28%
1 Month
  -49.52%
3 Months
  -54.94%
YTD
  -50.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.310 1.080
1M High / 1M Low: 3.620 1.080
6M High / 6M Low: 3.620 1.080
High (YTD): 2024-07-18 3.620
Low (YTD): 2024-07-26 1.080
52W High: - -
52W Low: - -
Avg. price 1W:   2.294
Avg. volume 1W:   0.000
Avg. price 1M:   2.650
Avg. volume 1M:   0.000
Avg. price 6M:   2.193
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.52%
Volatility 6M:   150.64%
Volatility 1Y:   -
Volatility 3Y:   -