Soc. Generale Call 10000 LDSVF 21.03.2025
/ DE000SW8N348
Soc. Generale Call 10000 LDSVF 21.../ DE000SW8N348 /
| 2024-06-27 9:06:49 AM |
Chg.-0.13 |
Bid1:17:40 PM |
Ask1:17:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-10.48% |
1.06
Bid Size: 15,000 |
1.09
Ask Size: 15,000 |
Lindt & Sprungli AG |
10,000.00 - |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.22 |
| Parity: |
0.83 |
| Time value: |
0.37 |
| Break-even: |
11,200.00 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.13 |
| Spread %: |
12.15% |
| Delta: |
0.84 |
| Theta: |
-1.34 |
| Omega: |
7.59 |
| Rho: |
57.88 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.28% |
| 1 Month |
|
|
-11.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.24 |
| 1M High / 1M Low: |
1.43 |
1.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
