OverviewChartNewsTraderScreen

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

EUWAX
2024-05-10  9:23:16 AM Chg.+0.014 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.100EUR +16.28% -
Bid Size: -		 -
Ask Size: -		 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: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.086
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.37%
1 Month
  -37.50%
3 Months
  -87.50%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.086
1M High / 1M Low: 0.210 0.086
6M High / 6M Low: 0.800 0.086
High (YTD): 2024-02-09 0.800
Low (YTD): 2024-05-09 0.086
52W High: - -
52W Low: - -
Avg. price 1W:   0.129
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.427
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   592.00%
Volatility 6M:   338.41%
Volatility 1Y:   -
Volatility 3Y:   -