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

EUWAX
2024-05-28  8:59:13 AM Chg.-0.180 Bid8:04:14 PM Ask8:04:14 PM Underlying Strike price Expiration date Option type
0.540EUR -25.00% 0.640
Bid Size: 4,700		 0.820
Ask Size: 4,700		 Lindt & Sprungli AG 10,000.00 - 2024-06-21 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: 2024-06-21
Issue date: 2023-08-04
Last trading day: 2024-06-20
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: 0.540
Low: 0.540
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.94%
1 Month
  -6.90%
3 Months
  -39.33%
YTD
  -20.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.620
1M High / 1M Low: 0.850 0.480
6M High / 6M Low: 1.610 0.480
High (YTD): 2024-02-09 1.610
Low (YTD): 2024-04-30 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   0.979
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.47%
Volatility 6M:   207.90%
Volatility 1Y:   -
Volatility 3Y:   -