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Soc. Generale Call 11000 LDSVF 20.../  DE000SU0D256  /

EUWAX
23/05/2024  09:07:09 Chg.+0.040 Bid11:55:46 Ask11:55:46 Underlying Strike price Expiration date Option type
0.400EUR +11.11% 0.370
Bid Size: 25,000		 0.390
Ask Size: 25,000		 Lindt & Sprungli AG 11,000.00 - 20/09/2024 Call
 

Master data

WKN: SU0D25
Issuer: Société Générale
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 11,000.00 -
Maturity: 20/09/2024
Issue date: 06/10/2023
Last trading day: 19/09/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 24.66
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.22
Parity: -0.15
Time value: 0.44
Break-even: 11,440.00
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.52
Theta: -2.39
Omega: 12.72
Rho: 16.95
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.11%
1 Month  
+17.65%
3 Months
  -39.39%
YTD  
+5.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.310
1M High / 1M Low: 0.470 0.280
6M High / 6M Low: 1.000 0.280
High (YTD): 09/02/2024 1.000
Low (YTD): 30/04/2024 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.352
Avg. volume 1M:   0.000
Avg. price 6M:   0.578
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   296.33%
Volatility 6M:   209.42%
Volatility 1Y:   -
Volatility 3Y:   -