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Soc. Generale Call 70 LRCX 21.03..../  DE000SW3PLU8  /

Frankfurt Zert./SG
23/01/2025  21:47:34 Chg.-0.220 Bid21:58:24 Ask21:58:24 Underlying Strike price Expiration date Option type
1.240EUR -15.07% 1.250
Bid Size: 4,000		 1.260
Ask Size: 4,000		 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: 5.59
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.27
Implied volatility: 0.48
Historic volatility: 0.41
Parity: 1.27
Time value: 0.16
Break-even: 81.56
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.85
Theta: -0.03
Omega: 4.75
Rho: 0.08
 

Quote data

Open: 1.320
High: 1.330
Low: 1.190
Previous Close: 1.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.64%
1 Month  
+44.19%
3 Months  
+22.77%
YTD  
+74.65%
1 Year
  -40.95%
3 Years     -
5 Years     -
1W High / 1W Low: 1.460 1.220
1M High / 1M Low: 1.460 0.710
6M High / 6M Low: 2.860 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:   1.308
Avg. volume 1W:   0.000
Avg. price 1M:   1.017
Avg. volume 1M:   0.000
Avg. price 6M:   1.319
Avg. volume 6M:   0.000
Avg. price 1Y:   2.144
Avg. volume 1Y:   0.000
Volatility 1M:   165.56%
Volatility 6M:   186.05%
Volatility 1Y:   146.57%
Volatility 3Y:   -