Soc. Generale Call 32 LEN 20.12.2.../  DE000SY24E24  /

Frankfurt Zert./SG
11/12/2024  9:45:41 PM Chg.-0.023 Bid9:56:08 PM Ask9:56:08 PM Underlying Strike price Expiration date Option type
0.097EUR -19.17% -
Bid Size: -
-
Ask Size: -
LENZING AG 32.00 EUR 12/20/2024 Call
 

Master data

WKN: SY24E2
Issuer: Société Générale
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 12/20/2024
Issue date: 7/15/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.89
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.44
Parity: -0.14
Time value: 0.14
Break-even: 33.40
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 1.28
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.43
Theta: -0.03
Omega: 9.43
Rho: 0.01
 

Quote data

Open: 0.100
High: 0.110
Low: 0.094
Previous Close: 0.120
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -46.11%
1 Month
  -69.69%
3 Months
  -65.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.097
1M High / 1M Low: 0.370 0.097
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -