Soc. Generale Call 11.83 F 20.12.2024
/ DE000SV457J7
Soc. Generale Call 11.83 F 20.12..../ DE000SV457J7 /
| 2024-06-27 8:26:57 AM |
Chg.0.00 |
Bid3:39:02 PM |
Ask3:39:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
0.00% |
1.20
Bid Size: 60,000 |
1.21
Ask Size: 60,000 |
Ford Motor Company |
11.83 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV457J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.83 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.30 |
| Parity: |
0.27 |
| Time value: |
0.91 |
| Break-even: |
12.24 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
6.03 |
| Rho: |
0.03 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.68% |
| 1 Month |
|
|
-10.94% |
| 3 Months |
|
|
-32.14% |
| YTD |
|
|
-30.91% |
| 1 Year |
|
|
-68.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.03 |
| 1M High / 1M Low: |
1.39 |
0.94 |
| 6M High / 6M Low: |
2.47 |
0.94 |
| High (YTD): |
2024-04-04 |
2.47 |
| Low (YTD): |
2024-05-30 |
0.94 |
| 52W High: |
2023-07-05 |
4.27 |
| 52W Low: |
2023-11-13 |
0.72 |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
153.70% |
| Volatility 6M: |
|
140.65% |
| Volatility 1Y: |
|
131.96% |
| Volatility 3Y: |
|
- |
