Soc. Generale Call 10000 LISP 20.06.2025
/ DE000SW98213
Soc. Generale Call 10000 LISP 20..../ DE000SW98213 /
| 21/06/2024 21:42:21 |
Chg.0.000 |
Bid21/06/2024 |
Ask21/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
0.00% |
1.590
Bid Size: 4,000 |
1.720
Ask Size: 4,000 |
LINDT PS |
10,000.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
SW9821 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,000.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
0.81 |
| Time value: |
0.86 |
| Break-even: |
12,127.99 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.83% |
| Delta: |
0.73 |
| Theta: |
-1.82 |
| Omega: |
4.90 |
| Rho: |
64.70 |
Quote data
| Open: |
1.560 |
| High: |
1.680 |
| Low: |
1.560 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.58% |
| 1 Month |
|
|
+5.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.480 |
| 1M High / 1M Low: |
1.590 |
1.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
