Soc. Generale Put 50 LEN 21.06.2024
/ DE000SV7S241
Soc. Generale Put 50 LEN 21.06.20.../ DE000SV7S241 /
| 2024-05-22 8:42:34 AM |
Chg.- |
Bid8:17:08 AM |
Ask8:17:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
- |
1.35
Bid Size: 2,300 |
1.46
Ask Size: 2,300 |
LENZING AG |
50.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SV7S24 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.47 |
| Parity: |
1.42 |
| Time value: |
0.08 |
| Break-even: |
35.10 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.11 |
| Spread %: |
7.97% |
| Delta: |
-0.82 |
| Theta: |
-0.04 |
| Omega: |
-1.98 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.80% |
| 3 Months |
|
|
-28.13% |
| YTD |
|
|
-10.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.35 |
| 1M High / 1M Low: |
1.56 |
1.31 |
| 6M High / 6M Low: |
2.45 |
1.31 |
| High (YTD): |
2024-03-19 |
2.45 |
| Low (YTD): |
2024-05-14 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.48% |
| Volatility 6M: |
|
59.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
