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

EUWAX
2024-09-26  8:54:14 AM Chg.-0.140 Bid5:12:38 PM Ask5:12:38 PM Underlying Strike price Expiration date Option type
0.590EUR -19.18% 0.680
Bid Size: 70,000		 0.690
Ask Size: 70,000		 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: 15.57
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.33
Parity: -0.38
Time value: 0.61
Break-even: 10.34
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.48
Theta: 0.00
Omega: 7.45
Rho: 0.01
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.87%
1 Month
  -46.36%
3 Months
  -66.67%
YTD
  -73.18%
1 Year
  -77.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.730
1M High / 1M Low: 1.100 0.600
6M High / 6M Low: 3.620 0.530
High (YTD): 2024-07-19 3.620
Low (YTD): 2024-08-13 0.530
52W High: 2024-07-19 3.620
52W Low: 2024-08-13 0.530
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   0.000
Avg. price 6M:   1.767
Avg. volume 6M:   0.000
Avg. price 1Y:   1.827
Avg. volume 1Y:   0.000
Volatility 1M:   125.35%
Volatility 6M:   162.20%
Volatility 1Y:   146.89%
Volatility 3Y:   -