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Soc. Generale Call 11.83 F 21.06..../  DE000SQ84JP6  /

Frankfurt Zert./SG
5/24/2024  9:49:24 PM Chg.+0.040 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.550EUR +7.84% 0.560
Bid Size: 5,400		 0.570
Ask Size: 5,400		 Ford Motor Company 11.83 USD 6/21/2024 Call
 

Master data

WKN: SQ84JP
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 11.83 USD
Maturity: 6/21/2024
Issue date: 2/15/2023
Last trading day: 6/20/2024
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 20.31
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.31
Implied volatility: 0.30
Historic volatility: 0.30
Parity: 0.31
Time value: 0.25
Break-even: 11.46
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.66
Theta: -0.01
Omega: 13.40
Rho: 0.01
 

Quote data

Open: 0.500
High: 0.560
Low: 0.500
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.29%
1 Month
  -52.99%
3 Months
  -41.49%
YTD
  -54.17%
1 Year
  -71.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.490
1M High / 1M Low: 1.170 0.490
6M High / 6M Low: 1.920 0.440
High (YTD): 4/3/2024 1.920
Low (YTD): 5/22/2024 0.490
52W High: 7/5/2023 3.910
52W Low: 11/13/2023 0.390
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.732
Avg. volume 1M:   0.000
Avg. price 6M:   0.984
Avg. volume 6M:   0.000
Avg. price 1Y:   1.444
Avg. volume 1Y:   0.000
Volatility 1M:   235.28%
Volatility 6M:   214.35%
Volatility 1Y:   183.02%
Volatility 3Y:   -