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Soc. Generale Call 10.84 F 17.01..../  DE000SQ86X67  /

Frankfurt Zert./SG
2024-05-24  9:51:18 PM Chg.+0.040 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
1.940EUR +2.11% -
Bid Size: -		 -
Ask Size: -		 Ford Motor Company 10.84 USD 2025-01-17 Call
 

Master data

WKN: SQ86X6
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 10.84 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 5.83
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.23
Implied volatility: 0.31
Historic volatility: 0.30
Parity: 1.23
Time value: 0.72
Break-even: 11.92
Moneyness: 1.12
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.52%
Delta: 0.75
Theta: 0.00
Omega: 4.40
Rho: 0.04
 

Quote data

Open: 1.890
High: 1.940
Low: 1.890
Previous Close: 1.900
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -2.02%
1 Month
  -23.32%
3 Months
  -7.18%
YTD
  -11.82%
1 Year
  -29.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.980 1.890
1M High / 1M Low: 2.410 1.890
6M High / 6M Low: 3.190 1.150
High (YTD): 2024-04-03 3.190
Low (YTD): 2024-01-18 1.360
52W High: 2023-07-05 5.000
52W Low: 2023-11-09 1.030
Avg. price 1W:   1.926
Avg. volume 1W:   0.000
Avg. price 1M:   2.074
Avg. volume 1M:   0.000
Avg. price 6M:   2.092
Avg. volume 6M:   0.000
Avg. price 1Y:   2.459
Avg. volume 1Y:   0.000
Volatility 1M:   93.31%
Volatility 6M:   114.53%
Volatility 1Y:   111.67%
Volatility 3Y:   -