Soc. Generale Call 40 LEN 21.06.2024
/ DE000SW2KW33
Soc. Generale Call 40 LEN 21.06.2.../ DE000SW2KW33 /
| 2024-05-20 9:36:19 PM |
Chg.-0.005 |
Bid9:45:05 PM |
Ask9:45:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-11.36% |
0.039
Bid Size: 10,000 |
0.049
Ask Size: 10,000 |
LENZING AG |
40.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2KW3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
64.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.47 |
| Parity: |
-0.44 |
| Time value: |
0.06 |
| Break-even: |
40.55 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
3.34 |
| Spread abs.: |
0.01 |
| Spread %: |
27.91% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
14.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.043 |
| High: |
0.053 |
| Low: |
0.037 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.48% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-37.10% |
| YTD |
|
|
-81.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.042 |
| 1M High / 1M Low: |
0.069 |
0.034 |
| 6M High / 6M Low: |
0.420 |
0.001 |
| High (YTD): |
2024-01-02 |
0.210 |
| Low (YTD): |
2024-03-18 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.109 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
776.04% |
| Volatility 6M: |
|
1,022.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
