Soc. Generale Call 10.84 F 20.12.2024
/ DE000SU2TH45
Soc. Generale Call 10.84 F 20.12..../ DE000SU2TH45 /
| 12/07/2024 10:43:14 |
Chg.+0.27 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.45 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.29 |
| Parity: |
2.45 |
| Time value: |
0.29 |
| Break-even: |
12.67 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
4.13 |
| Rho: |
0.04 |
Quote data
| Open: |
2.67 |
| High: |
2.70 |
| Low: |
2.67 |
| Previous Close: |
2.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.62% |
| 1 Month |
|
|
+53.41% |
| 3 Months |
|
|
+0.37% |
| YTD |
|
|
+26.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.19 |
| 1M High / 1M Low: |
2.43 |
1.49 |
| 6M High / 6M Low: |
3.16 |
1.32 |
| High (YTD): |
04/04/2024 |
3.16 |
| Low (YTD): |
18/01/2024 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.32% |
| Volatility 6M: |
|
122.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
