Soc. Generale Call 8.87 F 20.12.2024
/ DE000SU2S9Z0
Soc. Generale Call 8.87 F 20.12.2.../ DE000SU2S9Z0 /
16/05/2024 10:41:57 |
Chg.-0.16 |
Bid15:40:28 |
Ask15:40:28 |
Underlying |
Strike price |
Expiration date |
Option type |
3.39EUR |
-4.51% |
3.43 Bid Size: 40,000 |
- Ask Size: - |
Ford Motor Company |
8.87 USD |
20/12/2024 |
Call |
Master data
WKN: |
SU2S9Z |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ford Motor Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.87 USD |
Maturity: |
20/12/2024 |
Issue date: |
27/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1.01 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.46 |
Intrinsic value: |
3.21 |
Implied volatility: |
0.27 |
Historic volatility: |
0.30 |
Parity: |
3.21 |
Time value: |
0.22 |
Break-even: |
11.53 |
Moneyness: |
1.39 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
-0.02 |
Spread %: |
-0.58% |
Delta: |
0.96 |
Theta: |
0.00 |
Omega: |
3.22 |
Rho: |
0.04 |
Quote data
Open: |
3.37 |
High: |
3.39 |
Low: |
3.37 |
Previous Close: |
3.55 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.04% |
1 Month |
|
|
-1.74% |
3 Months |
|
|
-7.88% |
YTD |
|
|
+0.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.55 |
3.19 |
1M High / 1M Low: |
4.06 |
3.19 |
6M High / 6M Low: |
- |
- |
High (YTD): |
04/04/2024 |
4.67 |
Low (YTD): |
18/01/2024 |
2.35 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |