Soc. Generale Put 20 LXS 20.12.2024
/ DE000SV9UAY1
Soc. Generale Put 20 LXS 20.12.20.../ DE000SV9UAY1 /
| 7/9/2024 1:17:38 PM |
Chg.+0.010 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.120
Bid Size: 45,000 |
0.130
Ask Size: 45,000 |
LANXESS AG |
20.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SV9UAY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/18/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
-0.35 |
| Time value: |
0.12 |
| Break-even: |
18.80 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-4.60 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.120 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
-7.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.180 |
0.100 |
| 6M High / 6M Low: |
0.220 |
0.076 |
| High (YTD): |
3/5/2024 |
0.220 |
| Low (YTD): |
5/14/2024 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.137 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.16% |
| Volatility 6M: |
|
127.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
