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

EUWAX
2024-05-29  9:40:00 AM Chg.- Bid8:23:55 AM Ask8:23:55 AM Underlying Strike price Expiration date Option type
0.790EUR - 0.740
Bid Size: 4,100		 0.850
Ask Size: 4,100		 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: 0.790
High: 0.790
Low: 0.790
Previous Close: 1.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.05%
1 Month
  -55.87%
3 Months
  -52.98%
YTD
  -54.86%
1 Year
  -70.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 0.790
1M High / 1M Low: 1.790 0.790
6M High / 6M Low: 2.790 0.720
High (YTD): 2024-04-04 2.790
Low (YTD): 2024-05-29 0.790
52W High: 2023-07-05 4.600
52W Low: 2023-11-09 0.600
Avg. price 1W:   1.112
Avg. volume 1W:   0.000
Avg. price 1M:   1.358
Avg. volume 1M:   0.000
Avg. price 6M:   1.563
Avg. volume 6M:   0.000
Avg. price 1Y:   1.967
Avg. volume 1Y:   0.000
Volatility 1M:   172.77%
Volatility 6M:   178.70%
Volatility 1Y:   158.45%
Volatility 3Y:   -