Soc. Generale Call 11.83 F 17.01.2025
/ DE000SQ86X75
Soc. Generale Call 11.83 F 17.01..../ DE000SQ86X75 /
| 2024-05-03 4:32:31 PM |
Chg.0.000 |
Bid5:04:10 PM |
Ask5:04:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
0.00% |
1.640
Bid Size: 50,000 |
1.650
Ask Size: 50,000 |
Ford Motor Company |
11.83 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SQ86X7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.83 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.31 |
| Parity: |
0.62 |
| Time value: |
1.11 |
| Break-even: |
12.73 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
4.57 |
| Rho: |
0.04 |
Quote data
| Open: |
1.650 |
| High: |
1.760 |
| Low: |
1.650 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.57% |
| 1 Month |
|
|
-33.99% |
| 3 Months |
|
|
+7.05% |
| YTD |
|
|
-2.91% |
| 1 Year |
|
|
-22.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
1.520 |
| 1M High / 1M Low: |
2.530 |
1.520 |
| 6M High / 6M Low: |
2.530 |
0.770 |
| High (YTD): |
2024-04-03 |
2.530 |
| Low (YTD): |
2024-01-18 |
1.000 |
| 52W High: |
2023-07-05 |
4.370 |
| 52W Low: |
2023-11-09 |
0.770 |
| Avg. price 1W: |
|
1.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.523 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.013 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
137.97% |
| Volatility 6M: |
|
134.21% |
| Volatility 1Y: |
|
123.25% |
| Volatility 3Y: |
|
- |
