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

EUWAX
5/23/2024  8:34:05 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 Ford Motor Company 11.83 USD 6/21/2024 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: 6/21/2024
Issue date: 2/15/2023
Last trading day: 6/20/2024
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: -43.36
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.30
Parity: -0.19
Time value: 0.26
Break-even: 10.67
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.39
Theta: -0.01
Omega: -16.81
Rho: 0.00
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -41.18%
3 Months
  -71.83%
YTD
  -76.74%
1 Year
  -89.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.370 0.180
6M High / 6M Low: 2.010 0.180
High (YTD): 1/18/2024 1.530
Low (YTD): 5/21/2024 0.180
52W High: 10/30/2023 2.550
52W Low: 5/21/2024 0.180
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   0.807
Avg. volume 6M:   0.000
Avg. price 1Y:   1.083
Avg. volume 1Y:   39.063
Volatility 1M:   280.39%
Volatility 6M:   226.68%
Volatility 1Y:   182.18%
Volatility 3Y:   -