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

EUWAX
2024-05-24  9:21:11 AM Chg.-0.069 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.071EUR -49.29% -
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: 106.80
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.22
Parity: -0.32
Time value: 0.10
Break-even: 11,100.00
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.30
Theta: -3.76
Omega: 32.46
Rho: 2.33
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.66%
1 Month
  -19.32%
3 Months
  -85.51%
YTD
  -71.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.066
1M High / 1M Low: 0.210 0.066
6M High / 6M Low: 0.800 0.066
High (YTD): 2024-02-09 0.800
Low (YTD): 2024-05-20 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   666.81%
Volatility 6M:   368.45%
Volatility 1Y:   -
Volatility 3Y:   -