Soc. Generale Call 32 LEN 20.12.2024
/ DE000SY24E24
Soc. Generale Call 32 LEN 20.12.2.../ DE000SY24E24 /
| 9/6/2024 9:43:57 AM |
Chg.+0.030 |
Bid12:03:29 PM |
Ask12:03:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+13.64% |
0.250
Bid Size: 10,000 |
0.280
Ask Size: 10,000 |
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: |
11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.45 |
| Parity: |
-0.12 |
| Time value: |
0.27 |
| Break-even: |
34.70 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
5.77 |
| Rho: |
0.04 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.200 |
| 1M High / 1M Low: |
0.340 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
