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

EUWAX
2024-05-23  8:57:25 AM Chg.-0.070 Bid11:56:53 AM Ask11:56:53 AM Underlying Strike price Expiration date Option type
0.700EUR -9.09% 0.760
Bid Size: 10,000		 0.810
Ask Size: 10,000		 Lindt & Sprungli AG 10,000.00 - 2024-06-21 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: 2024-06-21
Issue date: 2023-08-04
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 11.92
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.85
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 0.85
Time value: 0.06
Break-even: 10,910.00
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 7.06%
Delta: 0.91
Theta: -2.89
Omega: 10.85
Rho: 7.12
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month  
+25.00%
3 Months
  -41.18%
YTD  
+2.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.620
1M High / 1M Low: 0.850 0.480
6M High / 6M Low: 1.610 0.480
High (YTD): 2024-02-09 1.610
Low (YTD): 2024-04-30 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.651
Avg. volume 1M:   0.000
Avg. price 6M:   0.994
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   333.89%
Volatility 6M:   205.87%
Volatility 1Y:   -
Volatility 3Y:   -