Soc. Generale Call 10000 LISP 20..../  DE000SW98213  /

Frankfurt Zert./SG
31/07/2024  10:53:22 Chg.+0.070 Bid11:32:26 Ask11:32:26 Underlying Strike price Expiration date Option type
1.600EUR +4.58% -
Bid Size: -
-
Ask Size: -
LINDT PS 10,000.00 CHF 20/06/2025 Call
 

Master data

WKN: SW9821
Issuer: Société Générale
Currency: EUR
Underlying: LINDT PS
Type: Warrant
Option type: Call
Strike price: 10,000.00 CHF
Maturity: 20/06/2025
Issue date: 13/05/2024
Last trading day: 19/06/2025
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 6.99
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 0.98
Implied volatility: 0.20
Historic volatility: 0.22
Parity: 0.98
Time value: 0.66
Break-even: 12,115.12
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 3.14%
Delta: 0.77
Theta: -1.74
Omega: 5.37
Rho: 63.59
 

Quote data

Open: 1.550
High: 1.600
Low: 1.550
Previous Close: 1.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.98%
1 Month  
+40.35%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.270
1M High / 1M Low: 1.530 1.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.432
Avg. volume 1W:   0.000
Avg. price 1M:   1.370
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -