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Soc. Generale Call 13.8 F 20.12.2.../  DE000SV457K5  /

EUWAX
10/8/2024  8:27:11 AM Chg.-0.003 Bid10:04:37 AM Ask10:04:37 AM Underlying Strike price Expiration date Option type
0.097EUR -3.00% 0.100
Bid Size: 10,000		 0.120
Ask Size: 10,000		 Ford Motor Company 13.80 USD 12/20/2024 Call
 

Master data

WKN: SV457K
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 13.80 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 88.16
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.34
Parity: -3.06
Time value: 0.11
Break-even: 12.68
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 3.11
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.12
Theta: 0.00
Omega: 10.59
Rho: 0.00
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.17%
1 Month
  -30.71%
3 Months
  -85.74%
YTD
  -89.79%
1 Year
  -91.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.096
1M High / 1M Low: 0.150 0.088
6M High / 6M Low: 1.540 0.088
High (YTD): 7/19/2024 1.540
Low (YTD): 9/26/2024 0.088
52W High: 7/19/2024 1.540
52W Low: 9/26/2024 0.088
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.511
Avg. volume 6M:   0.000
Avg. price 1Y:   0.641
Avg. volume 1Y:   0.000
Volatility 1M:   192.32%
Volatility 6M:   223.42%
Volatility 1Y:   197.65%
Volatility 3Y:   -