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Soc. Generale Call 11000 LDSVF 21.../  DE000SU0D215  /

Frankfurt Zert./SG
2024-05-10  9:37:32 PM Chg.-0.007 Bid9:58:37 PM Ask9:58:37 PM Underlying Strike price Expiration date Option type
0.070EUR -9.09% 0.072
Bid Size: 10,000		 0.120
Ask Size: 10,000		 Lindt & Sprungli AG 11,000.00 - 2024-06-21 Call
 

Master data

WKN: SU0D21
Issuer: Société Générale
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 11,000.00 -
Maturity: 2024-06-21
Issue date: 2023-10-06
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 106.50
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -0.35
Time value: 0.10
Break-even: 11,100.00
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.30
Theta: -2.62
Omega: 31.90
Rho: 3.47
 

Quote data

Open: 0.071
High: 0.120
Low: 0.070
Previous Close: 0.077
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.15%
1 Month
  -36.36%
3 Months
  -88.14%
YTD
  -72.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.063
1M High / 1M Low: 0.170 0.062
6M High / 6M Low: 0.770 0.062
High (YTD): 2024-02-08 0.770
Low (YTD): 2024-04-29 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   604.91%
Volatility 6M:   359.13%
Volatility 1Y:   -
Volatility 3Y:   -