Soc. Generale Call 11 F 20.09.2024
/ DE000SW7EKR1
Soc. Generale Call 11 F 20.09.202.../ DE000SW7EKR1 /
| 7/10/2024 9:35:23 PM |
Chg.+0.160 |
Bid9:58:15 PM |
Ask9:58:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+8.25% |
2.110
Bid Size: 2,000 |
2.130
Ask Size: 2,000 |
Ford Motor Company |
11.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW7EKR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
1.76 |
| Time value: |
0.16 |
| Break-even: |
12.09 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
5.56 |
| Rho: |
0.02 |
Quote data
| Open: |
1.830 |
| High: |
2.110 |
| Low: |
1.830 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.13% |
| 1 Month |
|
|
+25.75% |
| 3 Months |
|
|
-8.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.970 |
1.800 |
| 1M High / 1M Low: |
1.970 |
1.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
