Soc. Generale Call 35 LXS 20.12.2024
/ DE000SV9UAT1
Soc. Generale Call 35 LXS 20.12.2.../ DE000SV9UAT1 /
10/11/2024 9:48:37 PM |
Chg.-0.005 |
Bid9:48:57 PM |
Ask9:48:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
-12.82% |
0.034 Bid Size: 10,000 |
0.044 Ask Size: 10,000 |
LANXESS AG |
35.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SV9UAT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/18/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
54.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.39 |
Parity: |
-0.62 |
Time value: |
0.05 |
Break-even: |
35.53 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
2.00 |
Spread abs.: |
0.01 |
Spread %: |
23.26% |
Delta: |
0.19 |
Theta: |
-0.01 |
Omega: |
10.26 |
Rho: |
0.01 |
Quote data
Open: |
0.030 |
High: |
0.035 |
Low: |
0.028 |
Previous Close: |
0.039 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-35.85% |
1 Month |
|
|
+112.50% |
3 Months |
|
|
+100.00% |
YTD |
|
|
-85.83% |
1 Year |
|
|
-60.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.046 |
0.034 |
1M High / 1M Low: |
0.053 |
0.016 |
6M High / 6M Low: |
0.160 |
0.003 |
High (YTD): |
1/2/2024 |
0.230 |
Low (YTD): |
8/8/2024 |
0.003 |
52W High: |
12/19/2023 |
0.260 |
52W Low: |
8/8/2024 |
0.003 |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.033 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.039 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.079 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
411.95% |
Volatility 6M: |
|
573.98% |
Volatility 1Y: |
|
427.33% |
Volatility 3Y: |
|
- |