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

EUWAX
2024-05-24  8:36:55 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.510EUR +2.00% -
Bid Size: -		 -
Ask Size: -		 Ford Motor Company 11.83 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
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: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.31%
1 Month
  -61.36%
3 Months
  -43.96%
YTD
  -57.50%
1 Year
  -73.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.480
1M High / 1M Low: 1.100 0.480
6M High / 6M Low: 1.940 0.440
High (YTD): 2024-04-04 1.940
Low (YTD): 2024-05-22 0.480
52W High: 2023-07-05 3.900
52W Low: 2023-11-13 0.380
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.709
Avg. volume 1M:   0.000
Avg. price 6M:   0.974
Avg. volume 6M:   0.000
Avg. price 1Y:   1.439
Avg. volume 1Y:   0.000
Volatility 1M:   232.01%
Volatility 6M:   227.79%
Volatility 1Y:   192.83%
Volatility 3Y:   -