OverviewChartNewsTraderScreen

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

EUWAX
02/09/2024  09:51:23 Chg.+0.360 Bid10:09:33 Ask10:09:33 Underlying Strike price Expiration date Option type
1.270EUR +39.56% 1.260
Bid Size: 10,000		 1.400
Ask Size: 10,000		 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: 8.65
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.85
Implied volatility: -
Historic volatility: 0.23
Parity: 1.85
Time value: -0.48
Break-even: 11,370.00
Moneyness: 1.19
Premium: -0.04
Premium p.a.: -0.57
Spread abs.: 0.13
Spread %: 10.48%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.270
High: 1.270
Low: 1.270
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.56%
1 Month  
+29.59%
3 Months  
+58.75%
YTD  
+54.88%
1 Year
  -3.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.910
1M High / 1M Low: 1.170 0.900
6M High / 6M Low: 1.490 0.660
High (YTD): 09/02/2024 1.660
Low (YTD): 02/07/2024 0.660
52W High: 09/02/2024 1.660
52W Low: 06/10/2023 0.630
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   0.973
Avg. volume 1M:   0.000
Avg. price 6M:   0.925
Avg. volume 6M:   0.000
Avg. price 1Y:   1.046
Avg. volume 1Y:   0.000
Volatility 1M:   110.76%
Volatility 6M:   167.49%
Volatility 1Y:   148.39%
Volatility 3Y:   -