Soc. Generale Call 11 F 20.12.2024
/ DE000SW7EQ83
Soc. Generale Call 11 F 20.12.202.../ DE000SW7EQ83 /
| 6/11/2024 11:01:30 AM |
Chg.-0.130 |
Bid12:11:37 PM |
Ask12:11:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
-6.63% |
1.800
Bid Size: 2,000 |
1.880
Ask Size: 2,000 |
Ford Motor Company |
11.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SW7EQ8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
1.28 |
| Time value: |
0.60 |
| Break-even: |
12.10 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
4.68 |
| Rho: |
0.04 |
Quote data
| Open: |
1.830 |
| High: |
1.830 |
| Low: |
1.820 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.66% |
| 1 Month |
|
|
+5.78% |
| 3 Months |
|
|
-4.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.610 |
| 1M High / 1M Low: |
2.010 |
1.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
