Soc. Generale Call 26 LXS 20.12.2024
/ DE000SW3YY26
Soc. Generale Call 26 LXS 20.12.2.../ DE000SW3YY26 /
| 8/2/2024 9:44:55 PM |
Chg.-0.020 |
Bid8/2/2024 |
Ask8/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-12.50% |
0.140
Bid Size: 10,000 |
0.150
Ask Size: 10,000 |
LANXESS AG |
26.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SW3YY2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.38 |
| Parity: |
-0.30 |
| Time value: |
0.15 |
| Break-even: |
27.50 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
6.08 |
| Rho: |
0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.130 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-77.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.140 |
| 1M High / 1M Low: |
0.300 |
0.120 |
| 6M High / 6M Low: |
0.520 |
0.120 |
| High (YTD): |
1/2/2024 |
0.600 |
| Low (YTD): |
7/16/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
513.10% |
| Volatility 6M: |
|
245.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
