OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
1/24/2025  9:46:35 AM Chg.-0.050 Bid10:36:53 AM Ask10:36:53 AM Underlying Strike price Expiration date Option type
1.190EUR -4.03% 1.230
Bid Size: 4,000		 1.330
Ask Size: 4,000		 Lam Research Corpora... 70.00 USD 3/21/2025 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: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
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: 1.200
Low: 1.180
Previous Close: 1.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.03%
1 Month  
+38.37%
3 Months  
+1.71%
YTD  
+67.61%
1 Year
  -47.11%
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): 1/22/2025 1.460
Low (YTD): 1/2/2025 0.750
52W High: 7/10/2024 4.250
52W Low: 11/20/2024 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:   -