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Soc. Generale Put 11.83 F 21.06.2.../  DE000SQ84NJ1  /

EUWAX
2024-06-05  8:39:04 AM Chg.+0.010 Bid1:38:02 PM Ask1:38:02 PM Underlying Strike price Expiration date Option type
0.170EUR +6.25% 0.170
Bid Size: 10,000		 0.210
Ask Size: 10,000		 Ford Motor Company 11.83 USD 2024-06-21 Put
 

Master data

WKN: SQ84NJ
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Put
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: -53.41
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -0.19
Time value: 0.21
Break-even: 10.66
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 1.21
Spread abs.: 0.01
Spread %: 5.00%
Delta: -0.38
Theta: -0.01
Omega: -20.31
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.41%
1 Month
  -43.33%
3 Months
  -65.31%
YTD
  -80.23%
1 Year
  -88.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.160
1M High / 1M Low: 0.440 0.160
6M High / 6M Low: 1.790 0.160
High (YTD): 2024-01-18 1.530
Low (YTD): 2024-06-04 0.160
52W High: 2023-10-30 2.550
52W Low: 2024-06-04 0.160
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.698
Avg. volume 6M:   0.000
Avg. price 1Y:   1.031
Avg. volume 1Y:   19.531
Volatility 1M:   468.97%
Volatility 6M:   281.41%
Volatility 1Y:   216.53%
Volatility 3Y:   -