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Soc. Generale Call 12000 LDSVF 20.../  DE000SU0D264  /

EUWAX
7/29/2024  9:21:26 AM Chg.+0.005 Bid5:16:10 PM Ask5:16:10 PM Underlying Strike price Expiration date Option type
0.045EUR +12.50% 0.032
Bid Size: 30,000		 -
Ask Size: -		 Lindt & Sprungli AG 12,000.00 - 9/20/2024 Call
 

Master data

WKN: SU0D26
Issuer: Société Générale
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 12,000.00 -
Maturity: 9/20/2024
Issue date: 10/6/2023
Last trading day: 9/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 229.59
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -0.75
Time value: 0.05
Break-even: 12,049.00
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.60
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.15
Theta: -1.57
Omega: 35.02
Rho: 2.42
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+66.67%
3 Months
  -59.09%
YTD
  -67.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.018
1M High / 1M Low: 0.079 0.018
6M High / 6M Low: 0.490 0.018
High (YTD): 2/9/2024 0.490
Low (YTD): 7/25/2024 0.018
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   811.43%
Volatility 6M:   444.79%
Volatility 1Y:   -
Volatility 3Y:   -