Soc. Generale Call 12000 LISP 20..../  DE000SW98205  /

Frankfurt Zert./SG
8/1/2024  9:35:12 PM Chg.-0.020 Bid8/1/2024 Ask8/1/2024 Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.200
Bid Size: 10,000
0.250
Ask Size: 10,000
LINDT PS 12,000.00 CHF 12/20/2024 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: 12/20/2024
Issue date: 5/13/2024
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 44.69
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.22
Parity: -1.00
Time value: 0.26
Break-even: 12,882.65
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.31
Theta: -2.08
Omega: 13.70
Rho: 12.76
 

Quote data

Open: 0.210
High: 0.220
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+100.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.250 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   378.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -