Soc. Generale Call 10000 LDSVF 21.03.2025
/ DE000SW8N348
Soc. Generale Call 10000 LDSVF 21.../ DE000SW8N348 /
| 17/07/2024 09:07:59 |
Chg.+0.06 |
Bid17:30:12 |
Ask17:30:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+5.31% |
1.17
Bid Size: 4,000 |
1.31
Ask Size: 4,000 |
Lindt & Sprungli AG |
10,000.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
SW8N34 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,000.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.22 |
| Parity: |
0.93 |
| Time value: |
0.33 |
| Break-even: |
11,260.00 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
3.28% |
| Delta: |
0.86 |
| Theta: |
-1.34 |
| Omega: |
7.46 |
| Rho: |
55.04 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-11.19% |
| 3 Months |
|
|
+8.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.13 |
| 1M High / 1M Low: |
1.47 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
