Soc. Generale Call 34 LEN 20.09.2024
/ DE000SU23LB2
Soc. Generale Call 34 LEN 20.09.2.../ DE000SU23LB2 /
| 2024-07-26 12:17:52 PM |
Chg.-0.040 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-23.53% |
0.130
Bid Size: 15,000 |
0.150
Ask Size: 15,000 |
LENZING AG |
34.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU23LB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.45 |
| Parity: |
-0.17 |
| Time value: |
0.19 |
| Break-even: |
35.90 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
7.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.130 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.10% |
| 1 Month |
|
|
-65.79% |
| 3 Months |
|
|
-62.86% |
| YTD |
|
|
-75.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.170 |
| 1M High / 1M Low: |
0.380 |
0.170 |
| 6M High / 6M Low: |
0.540 |
0.079 |
| High (YTD): |
2024-06-13 |
0.540 |
| Low (YTD): |
2024-03-18 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.73% |
| Volatility 6M: |
|
256.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
