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Soc. Generale Call 10000 LDSVF 21.../  DE000SW1U231  /

Frankfurt Zert./SG
5/24/2024  9:50:28 PM Chg.-0.040 Bid9:53:03 PM Ask9:53:03 PM Underlying Strike price Expiration date Option type
0.620EUR -6.06% 0.630
Bid Size: 4,800		 0.860
Ask Size: 4,800		 Lindt & Sprungli AG 10,000.00 - 6/21/2024 Call
 

Master data

WKN: SW1U23
Issuer: Société Générale
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 10,000.00 -
Maturity: 6/21/2024
Issue date: 8/4/2023
Last trading day: 6/20/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 13.87
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.68
Implied volatility: 0.26
Historic volatility: 0.22
Parity: 0.68
Time value: 0.09
Break-even: 10,770.00
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 6.94%
Delta: 0.85
Theta: -4.14
Omega: 11.73
Rho: 6.11
 

Quote data

Open: 0.620
High: 0.710
Low: 0.620
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.59%
1 Month  
+12.73%
3 Months
  -40.38%
YTD
  -8.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.620
1M High / 1M Low: 0.740 0.430
6M High / 6M Low: 1.530 0.430
High (YTD): 2/8/2024 1.530
Low (YTD): 4/29/2024 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.672
Avg. volume 1W:   0.000
Avg. price 1M:   0.627
Avg. volume 1M:   0.000
Avg. price 6M:   0.947
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   317.11%
Volatility 6M:   217.20%
Volatility 1Y:   -
Volatility 3Y:   -