Soc. Generale Call 8.87 F 20.12.2024
/ DE000SU2S9Z0
Soc. Generale Call 8.87 F 20.12.2.../ DE000SU2S9Z0 /
| 15/11/2024 09:34:37 |
Chg.-0.11 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
Ford Motor Company |
8.87 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2S9Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.87 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
2.06 |
| Time value: |
0.10 |
| Break-even: |
10.55 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
4.50 |
| Rho: |
0.01 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.46% |
| 1 Month |
|
|
+8.29% |
| 3 Months |
|
|
+20.81% |
| YTD |
|
|
-37.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.09 |
| 1M High / 1M Low: |
2.30 |
1.26 |
| 6M High / 6M Low: |
5.25 |
1.26 |
| High (YTD): |
19/07/2024 |
5.25 |
| Low (YTD): |
04/11/2024 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.59% |
| Volatility 6M: |
|
138.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
