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

EUWAX
6/28/2024  9:17:41 AM Chg.+0.020 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.200EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 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: 43.98
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.30
Parity: -3.06
Time value: 0.27
Break-even: 14.99
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.20
Theta: 0.00
Omega: 8.86
Rho: 0.01
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+17.65%
3 Months
  -65.52%
YTD
  -62.26%
1 Year
  -90.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.260 0.170
6M High / 6M Low: 0.830 0.170
High (YTD): 4/4/2024 0.830
Low (YTD): 6/26/2024 0.170
52W High: 7/5/2023 2.310
52W Low: 6/26/2024 0.170
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   211.254
Avg. price 1Y:   0.607
Avg. volume 1Y:   104.384
Volatility 1M:   170.68%
Volatility 6M:   186.15%
Volatility 1Y:   165.41%
Volatility 3Y:   -