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Soc. Generale Call 11.83 F 20.12..../  DE000SV457J7  /

EUWAX
2024-07-26  3:26:29 PM Chg.-0.300 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.680EUR -30.61% -
Bid Size: -		 -
Ask Size: -		 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: 15.61
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.34
Parity: -0.60
Time value: 0.67
Break-even: 11.56
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.46
Theta: 0.00
Omega: 7.19
Rho: 0.02
 

Quote data

Open: 0.710
High: 0.710
Low: 0.680
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.71%
1 Month
  -45.16%
3 Months
  -64.02%
YTD
  -58.79%
1 Year
  -74.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.440 0.680
1M High / 1M Low: 2.800 0.680
6M High / 6M Low: 2.800 0.680
High (YTD): 2024-07-19 2.800
Low (YTD): 2024-07-26 0.680
52W High: 2023-08-01 2.810
52W Low: 2024-07-26 0.680
Avg. price 1W:   1.738
Avg. volume 1W:   0.000
Avg. price 1M:   1.864
Avg. volume 1M:   0.000
Avg. price 6M:   1.596
Avg. volume 6M:   0.000
Avg. price 1Y:   1.573
Avg. volume 1Y:   0.000
Volatility 1M:   278.40%
Volatility 6M:   173.25%
Volatility 1Y:   150.31%
Volatility 3Y:   -