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

Frankfurt Zert./SG
7/5/2024  9:41:25 PM Chg.-0.070 Bid7/5/2024 Ask7/5/2024 Underlying Strike price Expiration date Option type
1.430EUR -4.67% -
Bid Size: -
-
Ask Size: -
LINDT PS 10,000.00 CHF 6/20/2025 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: 6/20/2025
Issue date: 5/13/2024
Last trading day: 6/19/2025
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 7.37
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.83
Implied volatility: 0.19
Historic volatility: 0.22
Parity: 0.83
Time value: 0.68
Break-even: 11,809.09
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.03%
Delta: 0.76
Theta: -1.62
Omega: 5.58
Rho: 66.10
 

Quote data

Open: 1.510
High: 1.530
Low: 1.420
Previous Close: 1.500
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -7.74%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.500 1.170
1M High / 1M Low: 1.600 1.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.344
Avg. volume 1W:   0.000
Avg. price 1M:   1.411
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -