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Soc. Generale Call 10000 LDSVF 20.../  DE000SW2DH31  /

Frankfurt Zert./SG
7/15/2024  9:49:02 PM Chg.-0.010 Bid8:01:31 AM Ask8:01:31 AM Underlying Strike price Expiration date Option type
0.750EUR -1.32% 0.730
Bid Size: 4,200		 0.910
Ask Size: 4,200		 Lindt & Sprungli AG 10,000.00 - 9/20/2024 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: 9/20/2024
Issue date: 8/17/2023
Last trading day: 9/19/2024
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: PRE CALL
 
  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): 2/8/2024 1.690
Low (YTD): 7/1/2024 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:   -