Soc. Generale Call 12000 LDSVF 20.12.2024
/ DE000SW98205
Soc. Generale Call 12000 LDSVF 20.../ DE000SW98205 /
| 2024-09-24 4:48:07 PM |
Chg.+0.030 |
Bid5:30:07 PM |
Ask5:30:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+21.43% |
0.160
Bid Size: 10,000 |
0.210
Ask Size: 10,000 |
Lindt & Sprungli AG |
12,000.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
SW9820 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12,000.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
68.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.23 |
| Parity: |
-0.43 |
| Time value: |
0.17 |
| Break-even: |
12,170.00 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
0.35 |
| Theta: |
-1.97 |
| Omega: |
23.48 |
| Rho: |
9.11 |
Quote data
| Open: |
0.160 |
| High: |
0.200 |
| Low: |
0.160 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
-22.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.120 |
| 1M High / 1M Low: |
0.290 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
