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

EUWAX
2024-07-29  8:37:58 AM Chg.-0.01 Bid10:53:11 AM Ask10:53:11 AM Underlying Strike price Expiration date Option type
1.62EUR -0.61% 1.62
Bid Size: 3,000		 1.71
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: 1.68
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: 1.62
High: 1.62
Low: 1.62
Previous Close: 1.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.14%
1 Month
  -35.71%
3 Months
  -47.23%
YTD
  -40.22%
1 Year
  -57.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.93 1.63
1M High / 1M Low: 4.38 1.63
6M High / 6M Low: 4.38 1.63
High (YTD): 2024-07-19 4.38
Low (YTD): 2024-07-26 1.63
52W High: 2024-07-19 4.38
52W Low: 2023-11-09 1.29
Avg. price 1W:   3.03
Avg. volume 1W:   0.00
Avg. price 1M:   3.29
Avg. volume 1M:   0.00
Avg. price 6M:   2.81
Avg. volume 6M:   77.97
Avg. price 1Y:   2.64
Avg. volume 1Y:   38.98
Volatility 1M:   201.01%
Volatility 6M:   128.49%
Volatility 1Y:   117.25%
Volatility 3Y:   -