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Soc. Generale Call 24 LXS 20.12.2.../  DE000SW3YY00  /

Frankfurt Zert./SG
2024-09-26  9:56:22 AM Chg.+0.010 Bid10:19:44 AM Ask10:19:44 AM Underlying Strike price Expiration date Option type
0.410EUR +2.50% 0.420
Bid Size: 15,000		 0.430
Ask Size: 15,000		 LANXESS AG 24.00 EUR 2024-12-20 Call
 

Master data

WKN: SW3YY0
Issuer: Société Générale
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.53
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.28
Implied volatility: 0.48
Historic volatility: 0.38
Parity: 0.28
Time value: 0.13
Break-even: 28.10
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.73
Theta: -0.01
Omega: 4.79
Rho: 0.04
 

Quote data

Open: 0.420
High: 0.420
Low: 0.410
Previous Close: 0.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month  
+24.24%
3 Months  
+95.24%
YTD
  -45.33%
1 Year
  -6.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.380
1M High / 1M Low: 0.420 0.240
6M High / 6M Low: 0.660 0.140
High (YTD): 2024-01-02 0.720
Low (YTD): 2024-08-07 0.140
52W High: 2023-12-19 0.780
52W Low: 2024-08-07 0.140
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   0.352
Avg. volume 6M:   0.000
Avg. price 1Y:   0.408
Avg. volume 1Y:   3.125
Volatility 1M:   165.40%
Volatility 6M:   218.57%
Volatility 1Y:   177.85%
Volatility 3Y:   -