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

Frankfurt Zert./SG
26/07/2024  21:49:46 Chg.-0.040 Bid21:59:51 Ask21:59:51 Underlying Strike price Expiration date Option type
1.080EUR -3.57% 1.060
Bid Size: 4,000
1.070
Ask Size: 4,000
Ford Motor Company 10.84 USD 20/12/2024 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: 20/12/2024
Issue date: 27/11/2023
Last trading day: 19/12/2024
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 9.77
Leverage: Yes

Calculated values

Fair value: 1.12
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: 6.16
Rho: 0.02
 

Quote data

Open: 1.200
High: 1.200
Low: 1.060
Previous Close: 1.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -66.04%
1 Month
  -48.08%
3 Months
  -55.92%
YTD
  -49.30%
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): 18/07/2024 3.620
Low (YTD): 26/07/2024 1.080
52W High: - -
52W Low: - -
Avg. price 1W:   2.294
Avg. volume 1W:   0.000
Avg. price 1M:   2.622
Avg. volume 1M:   0.000
Avg. price 6M:   2.193
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.41%
Volatility 6M:   150.64%
Volatility 1Y:   -
Volatility 3Y:   -