Soc. Generale Put 35 LEN 20.12.2024
/ DE000SW8WN67
Soc. Generale Put 35 LEN 20.12.20.../ DE000SW8WN67 /
9/6/2024 9:39:18 AM |
Chg.-0.050 |
Bid1:43:52 PM |
Ask1:43:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-8.77% |
0.540 Bid Size: 9,000 |
0.580 Ask Size: 9,000 |
LENZING AG |
35.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
SW8WN6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
LENZING AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
4/11/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.49 |
Historic volatility: |
0.45 |
Parity: |
0.42 |
Time value: |
0.15 |
Break-even: |
29.30 |
Moneyness: |
1.14 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.04 |
Spread %: |
7.55% |
Delta: |
-0.62 |
Theta: |
-0.01 |
Omega: |
-3.36 |
Rho: |
-0.07 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-21.21% |
3 Months |
|
|
+4.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.520 |
1M High / 1M Low: |
0.660 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.546 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |