Soc. Generale Call 10000 LDSVF 21.06.2024
/ DE000SW1U231
Soc. Generale Call 10000 LDSVF 21.../ DE000SW1U231 /
24/05/2024 08:59:50 |
Chg.-0.080 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-11.43% |
- Bid Size: - |
- Ask Size: - |
Lindt & Sprungli AG |
10,000.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
04/08/2023 |
Last trading day: |
20/06/2024 |
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: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.13% |
1 Month |
|
|
+21.57% |
3 Months |
|
|
-47.90% |
YTD |
|
|
-8.82% |
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): |
09/02/2024 |
1.610 |
Low (YTD): |
30/04/2024 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.684 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.659 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.983 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
334.18% |
Volatility 6M: |
|
206.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |