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

EUWAX
26/09/2024  08:27:27 Chg.-0.080 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.250EUR -24.24% -
Bid Size: -		 -
Ask Size: -		 Ford Motor Company 11.83 USD 20/12/2024 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: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 36.53
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.33
Parity: -1.29
Time value: 0.26
Break-even: 10.89
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.28
Theta: 0.00
Omega: 10.11
Rho: 0.01
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.43%
1 Month
  -52.83%
3 Months
  -78.07%
YTD
  -84.85%
1 Year
  -87.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.250
1M High / 1M Low: 0.530 0.250
6M High / 6M Low: 2.800 0.250
High (YTD): 19/07/2024 2.800
Low (YTD): 26/09/2024 0.250
52W High: 19/07/2024 2.800
52W Low: 26/09/2024 0.250
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   1.180
Avg. volume 6M:   0.000
Avg. price 1Y:   1.284
Avg. volume 1Y:   0.000
Volatility 1M:   167.99%
Volatility 6M:   193.86%
Volatility 1Y:   172.10%
Volatility 3Y:   -