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Soc. Generale Call 15.77 F 17.01..../  DE000SQ86YB0  /

Frankfurt Zert./SG
2024-05-31  9:36:16 PM Chg.+0.060 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.300EUR +25.00% 0.300
Bid Size: 10,000		 0.310
Ask Size: 10,000		 Ford Motor Company 15.77 USD 2025-01-17 Call
 

Master data

WKN: SQ86YB
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 15.77 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: 35.45
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.30
Parity: -3.40
Time value: 0.32
Break-even: 14.85
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.21
Theta: 0.00
Omega: 7.62
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.300
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month
  -25.00%
3 Months
  -47.37%
YTD
  -49.15%
1 Year
  -70.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.220
1M High / 1M Low: 0.440 0.220
6M High / 6M Low: 0.890 0.220
High (YTD): 2024-04-03 0.890
Low (YTD): 2024-05-29 0.220
52W High: 2023-07-05 2.400
52W Low: 2024-05-29 0.220
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   0.000
Avg. price 6M:   0.491
Avg. volume 6M:   0.000
Avg. price 1Y:   0.779
Avg. volume 1Y:   0.000
Volatility 1M:   168.81%
Volatility 6M:   167.50%
Volatility 1Y:   147.29%
Volatility 3Y:   -