Soc. Generale Call 10.84 F 20.12.2024
/ DE000SU2TH45
Soc. Generale Call 10.84 F 20.12..../ DE000SU2TH45 /
| 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: |
|
- |
