Soc. Generale Call 70 LRCX 21.03.2025
/ DE000SW3PLU8
Soc. Generale Call 70 LRCX 21.03..../ DE000SW3PLU8 /
| 24/01/2025 18:40:50 |
Chg.-0.090 |
Bid18:50:03 |
Ask18:50:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-7.26% |
1.150
Bid Size: 150,000 |
1.160
Ask Size: 150,000 |
Lam Research Corpora... |
70.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW3PLU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
19/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.41 |
| Parity: |
1.08 |
| Time value: |
0.17 |
| Break-even: |
79.71 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
5.15 |
| Rho: |
0.08 |
Quote data
| Open: |
1.180 |
| High: |
1.230 |
| Low: |
1.150 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.26% |
| 1 Month |
|
|
+33.72% |
| 3 Months |
|
|
-1.71% |
| YTD |
|
|
+61.97% |
| 1 Year |
|
|
-48.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.240 |
| 1M High / 1M Low: |
1.460 |
0.710 |
| 6M High / 6M Low: |
2.550 |
0.690 |
| High (YTD): |
22/01/2025 |
1.460 |
| Low (YTD): |
02/01/2025 |
0.750 |
| 52W High: |
10/07/2024 |
4.250 |
| 52W Low: |
20/11/2024 |
0.690 |
| Avg. price 1W: |
|
1.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.141 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
187.25% |
| Volatility 6M: |
|
186.63% |
| Volatility 1Y: |
|
147.19% |
| Volatility 3Y: |
|
- |