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

Frankfurt Zert./SG
17/06/2024  20:57:49 Chg.+0.100 Bid21:45:38 Ask21:45:38 Underlying Strike price Expiration date Option type
1.720EUR +6.17% 1.730
Bid Size: 50,000		 1.740
Ask Size: 50,000		 Ford Motor Company 10.84 USD 17/01/2025 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: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 6.77
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 0.82
Implied volatility: 0.32
Historic volatility: 0.30
Parity: 0.82
Time value: 0.82
Break-even: 11.74
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.61%
Delta: 0.70
Theta: 0.00
Omega: 4.73
Rho: 0.04
 

Quote data

Open: 1.580
High: 1.720
Low: 1.580
Previous Close: 1.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.25%
1 Month
  -15.69%
3 Months
  -15.27%
YTD
  -21.82%
1 Year
  -59.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.130 1.620
1M High / 1M Low: 2.130 1.550
6M High / 6M Low: 3.190 1.360
High (YTD): 03/04/2024 3.190
Low (YTD): 18/01/2024 1.360
52W High: 05/07/2023 5.000
52W Low: 09/11/2023 1.030
Avg. price 1W:   1.852
Avg. volume 1W:   0.000
Avg. price 1M:   1.852
Avg. volume 1M:   0.000
Avg. price 6M:   2.134
Avg. volume 6M:   0.000
Avg. price 1Y:   2.362
Avg. volume 1Y:   0.000
Volatility 1M:   119.46%
Volatility 6M:   113.05%
Volatility 1Y:   112.35%
Volatility 3Y:   -