Soc. Generale Call 12000 LISP 21.03.2025
/ DE000SY64LN3
Soc. Generale Call 12000 LISP 21..../ DE000SY64LN3 /
| 9/2/2024 1:33:13 PM |
Chg.+0.030 |
Bid2:12:04 PM |
Ask2:12:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
0.500
Bid Size: 30,000 |
0.530
Ask Size: 30,000 |
LINDT PS |
12,000.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
SY64LN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12,000.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-0.93 |
| Time value: |
0.51 |
| Break-even: |
13,285.45 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.40 |
| Theta: |
-2.31 |
| Omega: |
9.30 |
| Rho: |
23.20 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.480 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.350 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
