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Soc. Generale Call 36 LXS 20.12.2.../  DE000SV9UAU9  /

Frankfurt Zert./SG
8/2/2024  9:50:58 PM Chg.-0.004 Bid8/2/2024 Ask8/2/2024 Underlying Strike price Expiration date Option type
0.011EUR -26.67% 0.011
Bid Size: 10,000		 0.021
Ask Size: 10,000		 LANXESS AG 36.00 EUR 12/20/2024 Call
 

Master data

WKN: SV9UAU
Issuer: Société Générale
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 12/20/2024
Issue date: 7/18/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 109.71
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -1.30
Time value: 0.02
Break-even: 36.21
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 2.28
Spread abs.: 0.01
Spread %: 90.91%
Delta: 0.08
Theta: 0.00
Omega: 8.77
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.009
Previous Close: 0.015
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -21.43%
3 Months
  -87.50%
YTD
  -95.00%
1 Year
  -96.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.011
1M High / 1M Low: 0.037 0.008
6M High / 6M Low: 0.130 0.001
High (YTD): 1/2/2024 0.200
Low (YTD): 6/21/2024 0.001
52W High: 8/10/2023 0.340
52W Low: 6/21/2024 0.001
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   0.106
Avg. volume 1Y:   0.000
Volatility 1M:   866.28%
Volatility 6M:   551.62%
Volatility 1Y:   403.59%
Volatility 3Y:   -