Soc. Generale Call 15.77 F 20.12.2024
/ DE000SV69703
Soc. Generale Call 15.77 F 20.12..../ DE000SV69703 /
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: |
|
- |