Soc. Generale Call 8.87 F 17.01.2025
/ DE000SU2VSR1
Soc. Generale Call 8.87 F 17.01.2.../ DE000SU2VSR1 /
| 10/11/2024 9:50:18 PM |
Chg.+0.070 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.920EUR |
+3.78% |
1.910
Bid Size: 3,000 |
1.930
Ask Size: 3,000 |
Ford Motor Company |
8.87 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/28/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| Parity: |
1.72 |
| Time value: |
0.20 |
| Break-even: |
10.00 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
4.51 |
| Rho: |
0.02 |
Quote data
| Open: |
1.850 |
| High: |
1.950 |
| Low: |
1.820 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+2.13% |
| 3 Months |
|
|
-61.45% |
| YTD |
|
|
-43.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.740 |
| 1M High / 1M Low: |
2.140 |
1.680 |
| 6M High / 6M Low: |
5.340 |
1.380 |
| High (YTD): |
7/18/2024 |
5.340 |
| Low (YTD): |
8/5/2024 |
1.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.895 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.908 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.86% |
| Volatility 6M: |
|
117.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
