Soc. Generale Call 32 LEN 20.09.2024
/ DE000SU70CH9
Soc. Generale Call 32 LEN 20.09.2.../ DE000SU70CH9 /
| 2024-05-16 9:50:26 PM |
Chg.0.000 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
0.00% |
0.620
Bid Size: 4,900 |
0.650
Ask Size: 4,900 |
LENZING AG |
32.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU70CH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.47 |
| Parity: |
0.38 |
| Time value: |
0.28 |
| Break-even: |
38.50 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
6.56% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.92 |
| Rho: |
0.07 |
Quote data
| Open: |
0.610 |
| High: |
0.630 |
| Low: |
0.590 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
+34.78% |
| 3 Months |
|
|
+67.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.560 |
| 1M High / 1M Low: |
0.640 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
