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Soc. Generale Call 10.84 F 21.06..../  DE000SV44E23  /

Frankfurt Zert./SG
2024-05-30  3:30:32 PM Chg.+0.020 Bid4:07:11 PM Ask4:07:11 PM Underlying Strike price Expiration date Option type
0.830EUR +2.47% 0.890
Bid Size: 40,000		 0.900
Ask Size: 40,000		 Ford Motor Company 10.84 USD 2024-06-21 Call
 

Master data

WKN: SV44E2
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 10.84 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 13.57
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.68
Implied volatility: 0.33
Historic volatility: 0.30
Parity: 0.68
Time value: 0.12
Break-even: 10.82
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.80
Theta: -0.01
Omega: 10.91
Rho: 0.00
 

Quote data

Open: 0.740
High: 0.830
Low: 0.720
Previous Close: 0.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.60%
1 Month
  -41.55%
3 Months
  -54.40%
YTD
  -52.57%
1 Year
  -69.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 0.810
1M High / 1M Low: 1.630 0.810
6M High / 6M Low: 2.730 0.710
High (YTD): 2024-04-03 2.730
Low (YTD): 2024-05-29 0.810
52W High: 2023-07-05 4.610
52W Low: 2023-11-09 0.610
Avg. price 1W:   1.104
Avg. volume 1W:   0.000
Avg. price 1M:   1.375
Avg. volume 1M:   0.000
Avg. price 6M:   1.577
Avg. volume 6M:   0.000
Avg. price 1Y:   1.973
Avg. volume 1Y:   0.000
Volatility 1M:   163.44%
Volatility 6M:   171.94%
Volatility 1Y:   154.31%
Volatility 3Y:   -