Soc. Generale Call 10.84 F 20.12.2024
/ DE000SU2TH45
Soc. Generale Call 10.84 F 20.12..../ DE000SU2TH45 /
| 2024-06-27 10:23:07 AM |
Chg.+0.02 |
Bid12:26:27 PM |
Ask12:26:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+1.20% |
1.69
Bid Size: 3,000 |
1.77
Ask Size: 3,000 |
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: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.30 |
| Parity: |
1.21 |
| Time value: |
0.53 |
| Break-even: |
11.87 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
5.07 |
| Rho: |
0.03 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.69 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.67% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
-25.22% |
| YTD |
|
|
-21.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
1.50 |
| 1M High / 1M Low: |
1.95 |
1.39 |
| 6M High / 6M Low: |
3.16 |
1.32 |
| High (YTD): |
2024-04-04 |
3.16 |
| Low (YTD): |
2024-01-18 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.03% |
| Volatility 6M: |
|
122.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
