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Soc. Generale Call 10000 LDSVF 21.../  DE000SW1U231  /

Frankfurt Zert./SG
5/28/2024  8:28:53 PM Chg.+0.070 Bid8:55:12 PM Ask8:55:12 PM Underlying Strike price Expiration date Option type
0.630EUR +12.50% 0.630
Bid Size: 4,800		 0.810
Ask Size: 4,800		 Lindt & Sprungli AG 10,000.00 - 6/21/2024 Call
 

Master data

WKN: SW1U23
Issuer: Société Générale
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 10,000.00 -
Maturity: 6/21/2024
Issue date: 8/4/2023
Last trading day: 6/20/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 16.05
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.59
Implied volatility: 0.22
Historic volatility: 0.22
Parity: 0.59
Time value: 0.07
Break-even: 10,660.00
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 4.76%
Delta: 0.86
Theta: -3.71
Omega: 13.77
Rho: 5.54
 

Quote data

Open: 0.540
High: 0.790
Low: 0.540
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+21.15%
3 Months
  -34.38%
YTD
  -7.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.560
1M High / 1M Low: 0.740 0.430
6M High / 6M Low: 1.530 0.430
High (YTD): 2/8/2024 1.530
Low (YTD): 4/29/2024 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.633
Avg. volume 1M:   0.000
Avg. price 6M:   0.941
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   318.99%
Volatility 6M:   217.53%
Volatility 1Y:   -
Volatility 3Y:   -