Soc. Generale Call 45 LEN 20.06.2025
/ DE000SW99898
Soc. Generale Call 45 LEN 20.06.2.../ DE000SW99898 /
| 8/16/2024 11:46:36 AM |
Chg.+0.010 |
Bid5:30:06 PM |
Ask5:30:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.130
Bid Size: 10,000 |
0.140
Ask Size: 10,000 |
LENZING AG |
45.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
SW9989 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.45 |
| Parity: |
-1.38 |
| Time value: |
0.14 |
| Break-even: |
46.40 |
| Moneyness: |
0.69 |
| Premium: |
0.48 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
5.38 |
| Rho: |
0.05 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-40.91% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.110 |
| 1M High / 1M Low: |
0.230 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
