Soc. Generale Call 32 LEN 21.06.2024
/ DE000SU7XFP7
Soc. Generale Call 32 LEN 21.06.2.../ DE000SU7XFP7 /
| 2024-05-22 12:42:03 PM |
Chg.- |
Bid8:02:09 AM |
Ask8:02:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
- |
0.420
Bid Size: 7,200 |
0.470
Ask Size: 7,200 |
LENZING AG |
32.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU7XFP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.47 |
| Parity: |
0.39 |
| Time value: |
0.07 |
| Break-even: |
36.50 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
9.76% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
6.49 |
| Rho: |
0.02 |
Quote data
| Open: |
0.410 |
| High: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.38% |
| 1 Month |
|
|
+16.22% |
| 3 Months |
|
|
+104.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.420 |
| 1M High / 1M Low: |
0.480 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
