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

EUWAX
9/2/2024  9:19:38 AM Chg.- Bid8:05:31 AM Ask8:05:31 AM Underlying Strike price Expiration date Option type
0.093EUR - 0.082
Bid Size: 10,000		 0.110
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: 93.44
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.34
Parity: -4.21
Time value: 0.11
Break-even: 14.39
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 2.24
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.10
Theta: 0.00
Omega: 9.63
Rho: 0.00
 

Quote data

Open: 0.093
High: 0.093
Low: 0.093
Previous Close: 0.093
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.11%
1 Month  
+12.05%
3 Months
  -62.80%
YTD
  -82.45%
1 Year
  -87.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.092
1M High / 1M Low: 0.100 0.044
6M High / 6M Low: 0.830 0.044
High (YTD): 4/4/2024 0.830
Low (YTD): 8/5/2024 0.044
52W High: 9/15/2023 0.910
52W Low: 8/5/2024 0.044
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.329
Avg. volume 6M:   0.000
Avg. price 1Y:   0.409
Avg. volume 1Y:   104.384
Volatility 1M:   419.89%
Volatility 6M:   274.88%
Volatility 1Y:   226.64%
Volatility 3Y:   -