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

Frankfurt Zert./SG
9/3/2024  9:49:15 PM Chg.+0.004 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.090EUR +4.65% 0.090
Bid Size: 10,000		 0.100
Ask Size: 10,000		 Ford Motor Company 15.77 USD 12/20/2024 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: 12/20/2024
Issue date: 6/9/2023
Last trading day: 12/19/2024
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 93.25
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.34
Parity: -4.20
Time value: 0.11
Break-even: 14.36
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 2.27
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.10
Theta: 0.00
Omega: 9.62
Rho: 0.00
 

Quote data

Open: 0.084
High: 0.096
Low: 0.084
Previous Close: 0.086
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.22%
1 Month  
+7.14%
3 Months
  -60.87%
YTD
  -83.33%
1 Year
  -87.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.086
1M High / 1M Low: 0.110 0.069
6M High / 6M Low: 0.810 0.069
High (YTD): 4/3/2024 0.810
Low (YTD): 8/14/2024 0.069
52W High: 9/13/2023 0.910
52W Low: 8/14/2024 0.069
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   0.411
Avg. volume 1Y:   0.000
Volatility 1M:   150.82%
Volatility 6M:   216.53%
Volatility 1Y:   191.25%
Volatility 3Y:   -