Soc. Generale Call 12.81 F 20.09.2024
/ DE000SW1YWP1
Soc. Generale Call 12.81 F 20.09..../ DE000SW1YWP1 /
| 09/07/2024 21:49:40 |
Chg.-0.020 |
Bid21:58:59 |
Ask21:58:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-2.56% |
0.730
Bid Size: 4,200 |
0.740
Ask Size: 4,200 |
Ford Motor Company |
12.81 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW1YWP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.81 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
0.16 |
| Time value: |
0.63 |
| Break-even: |
12.61 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
9.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.750 |
| High: |
0.820 |
| Low: |
0.750 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
-49.67% |
| YTD |
|
|
-27.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.670 |
| 1M High / 1M Low: |
0.780 |
0.360 |
| 6M High / 6M Low: |
1.620 |
0.360 |
| High (YTD): |
03/04/2024 |
1.620 |
| Low (YTD): |
19/06/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.817 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.64% |
| Volatility 6M: |
|
194.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
