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Soc. Generale Call 24 LXS 20.12.2.../  DE000SW3YY00  /

Frankfurt Zert./SG
11/15/2024  9:49:56 PM Chg.+0.044 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.110EUR +66.67% 0.120
Bid Size: 10,000		 0.130
Ask Size: 10,000		 LANXESS AG 24.00 EUR 12/20/2024 Call
 

Master data

WKN: SW3YY0
Issuer: Société Générale
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 12/20/2024
Issue date: 9/26/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.29
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.37
Parity: -0.02
Time value: 0.13
Break-even: 25.30
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.51
Theta: -0.02
Omega: 9.35
Rho: 0.01
 

Quote data

Open: 0.060
High: 0.110
Low: 0.060
Previous Close: 0.066
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month
  -80.70%
3 Months
  -54.17%
YTD
  -85.33%
1 Year
  -76.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.059
1M High / 1M Low: 0.600 0.059
6M High / 6M Low: 0.600 0.059
High (YTD): 1/2/2024 0.720
Low (YTD): 11/13/2024 0.059
52W High: 12/19/2023 0.780
52W Low: 11/13/2024 0.059
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   0.000
Avg. price 1Y:   0.416
Avg. volume 1Y:   0.000
Volatility 1M:   336.44%
Volatility 6M:   258.20%
Volatility 1Y:   200.50%
Volatility 3Y:   -