Soc. Generale Call 30 LEN 20.12.2024
/ DE000SW7ZK76
Soc. Generale Call 30 LEN 20.12.2.../ DE000SW7ZK76 /
| 2024-04-11 3:27:26 PM |
Chg.-0.040 |
Bid3:49:08 PM |
Ask3:49:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-5.71% |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
30.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW7ZK7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.46 |
| Parity: |
0.07 |
| Time value: |
0.58 |
| Break-even: |
36.40 |
| Moneyness: |
1.02 |
| Premium: |
0.19 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
3.02 |
| Rho: |
0.08 |
Quote data
| Open: |
0.710 |
| High: |
0.740 |
| Low: |
0.660 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.720 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
