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

EUWAX
2024-11-12  8:38:15 AM Chg.+0.14 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.40EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 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: 7.27
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.30
Implied volatility: 0.44
Historic volatility: 0.34
Parity: 1.30
Time value: 0.17
Break-even: 10.70
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.38%
Delta: 0.84
Theta: -0.01
Omega: 6.12
Rho: 0.01
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+108.96%
1 Month  
+30.84%
3 Months  
+44.33%
YTD
  -48.34%
1 Year  
+4.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.26 0.67
1M High / 1M Low: 1.45 0.60
6M High / 6M Low: 4.38 0.60
High (YTD): 2024-07-19 4.38
Low (YTD): 2024-11-04 0.60
52W High: 2024-07-19 4.38
52W Low: 2024-11-04 0.60
Avg. price 1W:   1.04
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.81
Avg. volume 6M:   0.00
Avg. price 1Y:   2.15
Avg. volume 1Y:   38.83
Volatility 1M:   253.47%
Volatility 6M:   172.66%
Volatility 1Y:   145.75%
Volatility 3Y:   -