Soc. Generale Put 25 LXS 20.06.2025
/ DE000SW987N4
Soc. Generale Put 25 LXS 20.06.20.../ DE000SW987N4 /
| 09/07/2024 14:21:30 |
Chg.+0.030 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+7.14% |
0.450
Bid Size: 30,000 |
0.460
Ask Size: 30,000 |
LANXESS AG |
25.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
SW987N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.35 |
| Parity: |
0.15 |
| Time value: |
0.28 |
| Break-even: |
20.70 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-2.42 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.430 |
| High: |
0.450 |
| Low: |
0.430 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+2.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.420 |
| 1M High / 1M Low: |
0.540 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
