Soc. Generale Call 11 F 16.01.202.../  DE000SW9CWZ9  /

Frankfurt Zert./SG
7/24/2024  9:35:32 PM Chg.-0.080 Bid9:58:56 PM Ask9:58:56 PM Underlying Strike price Expiration date Option type
3.470EUR -2.25% 3.470
Bid Size: 3,000
3.490
Ask Size: 3,000
Ford Motor Company 11.00 USD 1/16/2026 Call
 

Master data

WKN: SW9CWZ
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 11.00 USD
Maturity: 1/16/2026
Issue date: 4/22/2024
Last trading day: 1/15/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.58
Leverage: Yes

Calculated values

Fair value: 3.61
Intrinsic value: 2.61
Implied volatility: 0.28
Historic volatility: 0.29
Parity: 2.61
Time value: 0.95
Break-even: 13.70
Moneyness: 1.26
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.57%
Delta: 0.84
Theta: 0.00
Omega: 3.02
Rho: 0.11
 

Quote data

Open: 3.440
High: 3.520
Low: 3.360
Previous Close: 3.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.48%
1 Month  
+42.80%
3 Months  
+10.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.040 3.550
1M High / 1M Low: 4.040 2.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.788
Avg. volume 1W:   0.000
Avg. price 1M:   3.125
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -