Soc. Generale Call 15 F 20.12.202.../  DE000SW7ERC8  /

EUWAX
2024-07-26  3:27:01 PM Chg.-0.130 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.140EUR -48.15% -
Bid Size: -
-
Ask Size: -
Ford Motor Company 15.00 USD 2024-12-20 Call
 

Master data

WKN: SW7ERC
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 15.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-07
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 68.72
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.34
Parity: -3.51
Time value: 0.15
Break-even: 13.97
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 1.14
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.14
Theta: 0.00
Omega: 9.43
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.140
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -86.00%
1 Month
  -51.72%
3 Months
  -79.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.140
1M High / 1M Low: 1.000 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.544
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   360.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -