Soc. Generale Call 28 LEN 20.09.2024
/ DE000SW7ZK50
Soc. Generale Call 28 LEN 20.09.2.../ DE000SW7ZK50 /
| 2024-05-31 9:43:21 PM |
Chg.-0.030 |
Bid9:51:31 PM |
Ask9:51:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-3.66% |
0.800
Bid Size: 3,800 |
0.840
Ask Size: 3,800 |
LENZING AG |
28.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW7ZK5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.46 |
| Parity: |
0.68 |
| Time value: |
0.16 |
| Break-even: |
36.40 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
3.70% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
3.37 |
| Rho: |
0.06 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.760 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.60% |
| 1 Month |
|
|
+12.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.740 |
| 1M High / 1M Low: |
0.920 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
