Soc. Generale Call 15.77 F 20.12.2024
/ DE000SV69703
Soc. Generale Call 15.77 F 20.12..../ DE000SV69703 /
10/16/2024 9:20:07 AM |
Chg.-0.004 |
Bid4:50:29 PM |
Ask4:50:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.038EUR |
-9.52% |
0.048 Bid Size: 100,000 |
0.059 Ask Size: 100,000 |
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: |
180.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.34 |
Parity: |
-4.60 |
Time value: |
0.06 |
Break-even: |
14.55 |
Moneyness: |
0.69 |
Premium: |
0.46 |
Premium p.a.: |
7.38 |
Spread abs.: |
0.01 |
Spread %: |
24.44% |
Delta: |
0.06 |
Theta: |
0.00 |
Omega: |
11.21 |
Rho: |
0.00 |
Quote data
Open: |
0.038 |
High: |
0.038 |
Low: |
0.038 |
Previous Close: |
0.042 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-42.42% |
3 Months |
|
|
-93.77% |
YTD |
|
|
-92.83% |
1 Year |
|
|
-93.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.042 |
0.038 |
1M High / 1M Low: |
0.078 |
0.038 |
6M High / 6M Low: |
0.760 |
0.038 |
High (YTD): |
4/4/2024 |
0.830 |
Low (YTD): |
10/9/2024 |
0.038 |
52W High: |
4/4/2024 |
0.830 |
52W Low: |
10/9/2024 |
0.038 |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.053 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.214 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.324 |
Avg. volume 1Y: |
|
104.384 |
Volatility 1M: |
|
112.18% |
Volatility 6M: |
|
261.23% |
Volatility 1Y: |
|
226.95% |
Volatility 3Y: |
|
- |