OverviewChartNewsTraderScreen

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

EUWAX
5/24/2024  9:21:11 AM Chg.-0.069 Bid5:11:50 PM Ask5:11:50 PM Underlying Strike price Expiration date Option type
0.071EUR -49.29% 0.088
Bid Size: 25,000		 0.100
Ask Size: 25,000		 Lindt & Sprungli AG 11,000.00 - 6/21/2024 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: 6/21/2024
Issue date: 10/6/2023
Last trading day: 6/20/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 89.58
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.22
Parity: -0.25
Time value: 0.12
Break-even: 11,120.00
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.35
Theta: -3.85
Omega: 31.29
Rho: 2.79
 

Quote data

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

Performance

1 Week
  -23.66%
1 Month
  -49.29%
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): 2/9/2024 0.800
Low (YTD): 5/20/2024 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.387
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   655.36%
Volatility 6M:   361.86%
Volatility 1Y:   -
Volatility 3Y:   -