Soc. Generale Call 10000 LDSVF 21.../  DE000SW8N348  /

Frankfurt Zert./SG
7/5/2024  9:44:58 PM Chg.-0.010 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
1.350EUR -0.74% 1.350
Bid Size: 4,000
1.490
Ask Size: 4,000
Lindt & Sprungli AG 10,000.00 - 3/21/2025 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: 3/21/2025
Issue date: 4/8/2024
Last trading day: 3/20/2025
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 7.78
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.13
Implied volatility: 0.12
Historic volatility: 0.22
Parity: 1.13
Time value: 0.30
Break-even: 11,430.00
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 2.14%
Delta: 0.91
Theta: -1.21
Omega: 7.11
Rho: 61.72
 

Quote data

Open: 1.420
High: 1.420
Low: 1.330
Previous Close: 1.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+7.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 1.070
1M High / 1M Low: 1.500 1.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.240
Avg. volume 1W:   0.000
Avg. price 1M:   1.234
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -