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Soc. Generale Call 15.77 F 20.12..../  DE000SV69703  /

Frankfurt Zert./SG
2024-07-05  9:37:11 PM Chg.0.000 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.280EUR 0.00% 0.290
Bid Size: 10,000		 0.300
Ask Size: 10,000		 Ford Motor Company 15.77 USD 2024-12-20 Call
 

Master data

WKN: SV6970
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 15.77 USD
Maturity: 2024-12-20
Issue date: 2023-06-09
Last trading day: 2024-12-19
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 41.44
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -2.74
Time value: 0.29
Break-even: 14.83
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.22
Theta: 0.00
Omega: 9.04
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.290
Low: 0.280
Previous Close: 0.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month  
+21.74%
3 Months
  -60.00%
YTD
  -48.15%
1 Year
  -86.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.280
1M High / 1M Low: 0.310 0.180
6M High / 6M Low: 0.810 0.180
High (YTD): 2024-04-03 0.810
Low (YTD): 2024-06-26 0.180
52W High: 2023-07-11 2.190
52W Low: 2024-06-26 0.180
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   0.577
Avg. volume 1Y:   0.000
Volatility 1M:   169.00%
Volatility 6M:   178.30%
Volatility 1Y:   161.68%
Volatility 3Y:   -