Soc. Generale Call 30 LEN 21.03.2025
/ DE000SW7ZLB8
Soc. Generale Call 30 LEN 21.03.2.../ DE000SW7ZLB8 /
| 2024-05-20 8:50:40 AM |
Chg.+0.020 |
Bid5:36:26 PM |
Ask5:36:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+2.15% |
0.940
Bid Size: 3,200 |
0.970
Ask Size: 3,200 |
LENZING AG |
30.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
SW7ZLB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.47 |
| Parity: |
0.57 |
| Time value: |
0.43 |
| Break-even: |
39.90 |
| Moneyness: |
1.19 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
4.21% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
2.69 |
| Rho: |
0.14 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.47% |
| 1 Month |
|
|
+23.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.860 |
| 1M High / 1M Low: |
0.980 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.911 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
