Soc. Generale Call 12000 LISP 20.12.2024
/ DE000SW98205
Soc. Generale Call 12000 LISP 20..../ DE000SW98205 /
| 2024-07-05 9:51:42 AM |
Chg.-0.020 |
Bid5:54:41 PM |
Ask5:54:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-8.00% |
0.200
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
LINDT PS |
12,000.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SW9820 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12,000.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
-1.18 |
| Time value: |
0.26 |
| Break-even: |
12,590.44 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.05 |
| Spread %: |
23.81% |
| Delta: |
0.29 |
| Theta: |
-1.85 |
| Omega: |
12.52 |
| Rho: |
13.78 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+91.67% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.120 |
| 1M High / 1M Low: |
0.250 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
