Soc. Generale Call 10000 LDSVF 20.09.2024
/ DE000SW2DH31
Soc. Generale Call 10000 LDSVF 20.../ DE000SW2DH31 /
| 15/07/2024 21:49:02 |
Chg.-0.010 |
Bid21:57:16 |
Ask21:57:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-1.32% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
10,000.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW2DH3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,000.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.22 |
| Parity: |
0.78 |
| Time value: |
0.07 |
| Break-even: |
10,850.00 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
6.25% |
| Delta: |
0.98 |
| Theta: |
-1.14 |
| Omega: |
12.39 |
| Rho: |
17.77 |
Quote data
| Open: |
0.880 |
| High: |
0.950 |
| Low: |
0.750 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.47% |
| 1 Month |
|
|
-18.48% |
| 3 Months |
|
|
-2.60% |
| YTD |
|
|
-8.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.750 |
| 1M High / 1M Low: |
1.080 |
0.670 |
| 6M High / 6M Low: |
1.690 |
0.670 |
| High (YTD): |
08/02/2024 |
1.690 |
| Low (YTD): |
01/07/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.871 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.051 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.30% |
| Volatility 6M: |
|
151.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
