Soc. Generale Call 11000 LDSVF 20.09.2024
/ DE000SU0D256
Soc. Generale Call 11000 LDSVF 20.../ DE000SU0D256 /
7/5/2024 9:43:18 PM |
Chg.-0.010 |
Bid7/5/2024 |
Ask7/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-2.86% |
0.340 Bid Size: 8,900 |
0.430 Ask Size: 8,900 |
Lindt & Sprungli AG |
11,000.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SU0D25 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Lindt & Sprungli AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11,000.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/6/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.13 |
Historic volatility: |
0.22 |
Parity: |
0.13 |
Time value: |
0.26 |
Break-even: |
11,390.00 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
5.41% |
Delta: |
0.63 |
Theta: |
-2.36 |
Omega: |
18.12 |
Rho: |
13.90 |
Quote data
Open: |
0.400 |
High: |
0.410 |
Low: |
0.330 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+88.89% |
1 Month |
|
|
+6.25% |
3 Months |
|
|
+6.25% |
YTD |
|
|
-10.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.160 |
1M High / 1M Low: |
0.380 |
0.160 |
6M High / 6M Low: |
0.970 |
0.160 |
High (YTD): |
2/8/2024 |
0.970 |
Low (YTD): |
7/1/2024 |
0.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.268 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.266 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.467 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
416.55% |
Volatility 6M: |
|
273.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |