Soc. Generale Call 10000 LDSVF 21.06.2024
/ DE000SW1U231
Soc. Generale Call 10000 LDSVF 21.../ DE000SW1U231 /
| 5/24/2024 8:59:50 AM |
Chg.-0.080 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-11.43% |
-
Bid Size: - |
-
Ask Size: - |
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: |
13.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
0.75 |
| Time value: |
0.07 |
| Break-even: |
10,820.00 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
7.89% |
| Delta: |
0.88 |
| Theta: |
-3.34 |
| Omega: |
11.58 |
| Rho: |
6.66 |
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 |
|
|
+3.33% |
| 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): |
2/9/2024 |
1.610 |
| Low (YTD): |
4/30/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.989 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.31% |
| Volatility 6M: |
|
206.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
