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Soc. Generale Call 27 LXS 20.12.2.../  DE000SW1ZR34  /

Frankfurt Zert./SG
15/11/2024  21:45:49 Chg.+0.012 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
0.021EUR +133.33% 0.022
Bid Size: 10,000		 0.032
Ask Size: 10,000		 LANXESS AG 27.00 EUR 20/12/2024 Call
 

Master data

WKN: SW1ZR3
Issuer: Société Générale
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 20/12/2024
Issue date: 08/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 114.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.38
Parity: -0.41
Time value: 0.02
Break-even: 27.20
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 4.88
Spread abs.: 0.01
Spread %: 122.22%
Delta: 0.13
Theta: -0.01
Omega: 15.44
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.021
Low: 0.009
Previous Close: 0.009
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month
  -93.64%
3 Months
  -78.79%
YTD
  -96.32%
1 Year
  -93.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.009
1M High / 1M Low: 0.350 0.009
6M High / 6M Low: 0.360 0.009
High (YTD): 02/01/2024 0.540
Low (YTD): 14/11/2024 0.009
52W High: 19/12/2023 0.590
52W Low: 14/11/2024 0.009
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.164
Avg. volume 6M:   303.030
Avg. price 1Y:   0.258
Avg. volume 1Y:   390.625
Volatility 1M:   571.58%
Volatility 6M:   394.01%
Volatility 1Y:   294.33%
Volatility 3Y:   -