Soc. Generale Call 12000 LDSVF 20.12.2024
/ DE000SW98205
Soc. Generale Call 12000 LDSVF 20.../ DE000SW98205 /
10/9/2024 9:39:27 AM |
Chg.0.000 |
Bid3:39:01 PM |
Ask3:39:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
0.00% |
0.110 Bid Size: 30,000 |
0.130 Ask Size: 30,000 |
Lindt & Sprungli AG |
12,000.00 - |
12/20/2024 |
Call |
Master data
WKN: |
SW9820 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Lindt & Sprungli AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12,000.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
88.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.23 |
Parity: |
-0.56 |
Time value: |
0.13 |
Break-even: |
12,130.00 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.02 |
Spread %: |
18.18% |
Delta: |
0.28 |
Theta: |
-2.08 |
Omega: |
24.75 |
Rho: |
6.09 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+44.58% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.083 |
1M High / 1M Low: |
0.240 |
0.083 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.103 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.159 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
355.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |