Soc. Generale Call 10000 LDSVF 21.03.2025
/ DE000SW8N348
Soc. Generale Call 10000 LDSVF 21.../ DE000SW8N348 /
| 2024-05-23 11:07:46 AM |
Chg.+0.010 |
Bid11:12:26 AM |
Ask11:12:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+0.75% |
1.360
Bid Size: 15,000 |
1.390
Ask Size: 15,000 |
Lindt & Sprungli AG |
10,000.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
SW8N34 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,000.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.22 |
| Parity: |
0.85 |
| Time value: |
0.58 |
| Break-even: |
11,430.00 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.14% |
| Delta: |
0.77 |
| Theta: |
-1.66 |
| Omega: |
5.85 |
| Rho: |
57.36 |
Quote data
| Open: |
1.340 |
| High: |
1.350 |
| Low: |
1.340 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.45% |
| 1 Month |
|
|
+11.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.190 |
| 1M High / 1M Low: |
1.340 |
1.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
