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Soc. Generale Call 10000 LDSVF 20.../  DE000SU1VJ08  /

Frankfurt Zert./SG
2024-05-24  9:39:25 PM Chg.-0.030 Bid9:53:01 PM Ask9:53:01 PM Underlying Strike price Expiration date Option type
1.070EUR -2.73% 1.070
Bid Size: 4,000		 1.200
Ask Size: 4,000		 Lindt & Sprungli AG 10,000.00 - 2024-12-20 Call
 

Master data

WKN: SU1VJ0
Issuer: Société Générale
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 10,000.00 -
Maturity: 2024-12-20
Issue date: 2023-11-07
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 9.29
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.68
Implied volatility: 0.19
Historic volatility: 0.22
Parity: 0.68
Time value: 0.47
Break-even: 11,150.00
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 2.68%
Delta: 0.75
Theta: -1.91
Omega: 6.95
Rho: 39.18
 

Quote data

Open: 1.070
High: 1.110
Low: 1.060
Previous Close: 1.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.88%
1 Month  
+11.46%
3 Months
  -20.74%
YTD  
+12.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 1.030
1M High / 1M Low: 1.160 0.860
6M High / 6M Low: 1.820 0.860
High (YTD): 2024-02-08 1.820
Low (YTD): 2024-04-29 0.860
52W High: - -
52W Low: - -
Avg. price 1W:   1.094
Avg. volume 1W:   0.000
Avg. price 1M:   1.044
Avg. volume 1M:   0.000
Avg. price 6M:   1.283
Avg. volume 6M:   1.371
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.51%
Volatility 6M:   137.30%
Volatility 1Y:   -
Volatility 3Y:   -