Soc. Generale Call 8.87 F 17.01.2025
/ DE000SU2VSR1
Soc. Generale Call 8.87 F 17.01.2.../ DE000SU2VSR1 /
| 15/11/2024 21:50:17 |
Chg.-0.010 |
Bid21:59:08 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
-0.44% |
2.230
Bid Size: 3,000 |
-
Ask Size: - |
Ford Motor Company |
8.87 USD |
17/01/2025 |
Call |
Master data
| WKN: |
SU2VSR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.87 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
28/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.34 |
| Parity: |
2.06 |
| Time value: |
0.17 |
| Break-even: |
10.62 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
4.23 |
| Rho: |
0.01 |
Quote data
| Open: |
2.180 |
| High: |
2.310 |
| Low: |
2.180 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.61% |
| 1 Month |
|
|
+5.58% |
| 3 Months |
|
|
+23.37% |
| YTD |
|
|
-33.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.440 |
2.270 |
| 1M High / 1M Low: |
2.440 |
1.340 |
| 6M High / 6M Low: |
5.340 |
1.340 |
| High (YTD): |
18/07/2024 |
5.340 |
| Low (YTD): |
01/11/2024 |
1.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.619 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.96% |
| Volatility 6M: |
|
138.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
