Soc. Generale Put 35 LEN 20.12.2024
/ DE000SW8WN67
Soc. Generale Put 35 LEN 20.12.20.../ DE000SW8WN67 /
| 11/12/2024 9:28:20 AM |
Chg.+0.020 |
Bid3:17:04 PM |
Ask3:17:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+4.55% |
0.480
Bid Size: 7,000 |
0.530
Ask Size: 7,000 |
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: |
-6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.44 |
| Parity: |
0.44 |
| Time value: |
0.07 |
| Break-even: |
30.00 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
11.11% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-4.55 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.20% |
| 1 Month |
|
|
+31.43% |
| 3 Months |
|
|
-25.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.350 |
| 1M High / 1M Low: |
0.440 |
0.270 |
| 6M High / 6M Low: |
0.660 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.65% |
| Volatility 6M: |
|
140.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
