Soc. Generale Call 11 F 20.12.2024
/ DE000SW7EQ83
Soc. Generale Call 11 F 20.12.202.../ DE000SW7EQ83 /
02/09/2024 09:44:42 |
Chg.-0.030 |
Bid16:27:10 |
Ask16:27:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-3.66% |
0.740 Bid Size: 5,000 |
0.800 Ask Size: 5,000 |
Ford Motor Company |
11.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SW7EQ8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ford Motor Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
07/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.34 |
Historic volatility: |
0.34 |
Parity: |
0.17 |
Time value: |
0.71 |
Break-even: |
10.84 |
Moneyness: |
1.02 |
Premium: |
0.07 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
0.60 |
Theta: |
0.00 |
Omega: |
6.86 |
Rho: |
0.02 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.820 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.19% |
1 Month |
|
|
+17.91% |
3 Months |
|
|
-44.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.800 |
1M High / 1M Low: |
0.910 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.836 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.630 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
269.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |