Soc. Generale Call 36 LEN 20.12.2024
/ DE000SW987Q7
Soc. Generale Call 36 LEN 20.12.2.../ DE000SW987Q7 /
| 10/9/2024 9:39:28 AM |
Chg.0.000 |
Bid2:33:57 PM |
Ask2:33:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
0.170
Bid Size: 10,000 |
0.190
Ask Size: 10,000 |
LENZING AG |
36.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SW987Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.45 |
| Parity: |
-0.23 |
| Time value: |
0.18 |
| Break-even: |
37.80 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
7.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
+77.78% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.240 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
