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Soc. Generale Put 20 LXS 20.12.20.../  DE000SV9UAY1  /

Frankfurt Zert./SG
2024-08-02  9:41:53 PM Chg.+0.012 Bid9:54:07 PM Ask9:54:07 PM Underlying Strike price Expiration date Option type
0.110EUR +12.24% 0.100
Bid Size: 10,000		 0.110
Ask Size: 10,000		 LANXESS AG 20.00 EUR 2024-12-20 Put
 

Master data

WKN: SV9UAY
Issuer: Société Générale
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-18
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -21.44
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.38
Parity: -0.36
Time value: 0.11
Break-even: 18.90
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 11.11%
Delta: -0.23
Theta: -0.01
Omega: -4.90
Rho: -0.02
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.098
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+34.15%
1 Month  
+10.00%
3 Months  
+11.11%
YTD
  -15.38%
1 Year
  -38.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.078
1M High / 1M Low: 0.130 0.069
6M High / 6M Low: 0.220 0.069
High (YTD): 2024-03-05 0.220
Low (YTD): 2024-07-18 0.069
52W High: 2023-10-27 0.350
52W Low: 2024-07-18 0.069
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   0.168
Avg. volume 1Y:   0.000
Volatility 1M:   196.48%
Volatility 6M:   142.87%
Volatility 1Y:   118.91%
Volatility 3Y:   -