Soc. Generale Call 9.86 F 20.12.2024
/ DE000SV6GM47
Soc. Generale Call 9.86 F 20.12.2.../ DE000SV6GM47 /
| 2024-07-26 9:47:33 PM |
Chg.-0.020 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
-1.20% |
1.620
Bid Size: 3,000 |
1.640
Ask Size: 3,000 |
Ford Motor Company |
9.86 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV6GM4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.86 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.34 |
| Parity: |
1.24 |
| Time value: |
0.40 |
| Break-even: |
10.70 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
5.05 |
| Rho: |
0.03 |
Quote data
| Open: |
1.770 |
| High: |
1.770 |
| Low: |
1.580 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.54% |
| 1 Month |
|
|
-40.65% |
| 3 Months |
|
|
-47.62% |
| YTD |
|
|
-39.34% |
| 1 Year |
|
|
-56.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.120 |
1.650 |
| 1M High / 1M Low: |
4.420 |
1.650 |
| 6M High / 6M Low: |
4.420 |
1.650 |
| High (YTD): |
2024-07-18 |
4.420 |
| Low (YTD): |
2024-07-26 |
1.650 |
| 52W High: |
2024-07-18 |
4.420 |
| 52W Low: |
2023-11-09 |
1.300 |
| Avg. price 1W: |
|
2.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.858 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.667 |
| Avg. volume 1Y: |
|
4.706 |
| Volatility 1M: |
|
218.04% |
| Volatility 6M: |
|
130.07% |
| Volatility 1Y: |
|
118.77% |
| Volatility 3Y: |
|
- |
