Soc. Generale Call 10000 LISP 20.06.2025
/ DE000SW98213
Soc. Generale Call 10000 LISP 20..../ DE000SW98213 /
| 7/31/2024 4:40:35 PM |
Chg.-0.020 |
Bid4:51:29 PM |
Ask4:51:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
-1.31% |
1.500
Bid Size: 15,000 |
1.680
Ask Size: 15,000 |
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: |
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: |
1.510 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.90% |
| 1 Month |
|
|
+32.46% |
| 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: |
|
- |
