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Soc. Generale Call 15.77 F 17.01..../  DE000SQ86YB0  /

Frankfurt Zert./SG
07/06/2024  21:41:50 Chg.+0.010 Bid21:59:12 Ask21:59:12 Underlying Strike price Expiration date Option type
0.280EUR +3.70% 0.290
Bid Size: 10,000		 0.300
Ask Size: 10,000		 Ford Motor Company 15.77 USD 17/01/2025 Call
 

Master data

WKN: SQ86YB
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 15.77 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 39.35
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -3.40
Time value: 0.29
Break-even: 14.89
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.20
Theta: 0.00
Omega: 8.00
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.280
Low: 0.260
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -26.32%
3 Months
  -45.10%
YTD
  -52.54%
1 Year
  -81.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.400 0.220
6M High / 6M Low: 0.890 0.220
High (YTD): 03/04/2024 0.890
Low (YTD): 29/05/2024 0.220
52W High: 05/07/2023 2.400
52W Low: 29/05/2024 0.220
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   0.761
Avg. volume 1Y:   0.000
Volatility 1M:   166.43%
Volatility 6M:   168.36%
Volatility 1Y:   145.71%
Volatility 3Y:   -