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Soc. Generale Call 10000 LDSVF 20.../  DE000SU1VJ08  /

Frankfurt Zert./SG
2024-06-27  9:42:33 PM Chg.-0.030 Bid2024-06-27 Ask2024-06-27 Underlying Strike price Expiration date Option type
0.860EUR -3.37% 0.860
Bid Size: 4,000		 0.990
Ask Size: 4,000		 Lindt & Sprungli AG 10,000.00 - 2024-12-20 Call
 

Master data

WKN: SU1VJ0
Issuer: Société Générale
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 10,000.00 -
Maturity: 2024-12-20
Issue date: 2023-11-07
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 10.72
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.83
Implied volatility: 0.07
Historic volatility: 0.22
Parity: 0.83
Time value: 0.18
Break-even: 11,010.00
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.13
Spread %: 14.77%
Delta: 0.97
Theta: -1.05
Omega: 10.43
Rho: 45.92
 

Quote data

Open: 0.880
High: 0.930
Low: 0.860
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.52%
1 Month
  -11.34%
3 Months
  -22.52%
YTD
  -9.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 0.890
1M High / 1M Low: 1.300 0.890
6M High / 6M Low: 1.820 0.860
High (YTD): 2024-02-08 1.820
Low (YTD): 2024-04-29 0.860
52W High: - -
52W Low: - -
Avg. price 1W:   1.104
Avg. volume 1W:   0.000
Avg. price 1M:   1.014
Avg. volume 1M:   0.000
Avg. price 6M:   1.195
Avg. volume 6M:   1.339
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.07%
Volatility 6M:   143.90%
Volatility 1Y:   -
Volatility 3Y:   -