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: |
|
- |