Soc. Generale Call 9.86 F 20.12.2.../  DE000SV6GM47  /

Frankfurt Zert./SG
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:   -