Soc. Generale Call 40 LEN 21.06.2.../  DE000SW2KW33  /

Frankfurt Zert./SG
17/05/2024  21:43:20 Chg.+0.002 Bid21:59:46 Ask21:59:46 Underlying Strike price Expiration date Option type
0.044EUR +4.76% 0.044
Bid Size: 10,000
0.054
Ask Size: 10,000
LENZING AG 40.00 EUR 21/06/2024 Call
 

Master data

WKN: SW2KW3
Issuer: Société Générale
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 21/06/2024
Issue date: 22/08/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 70.20
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.47
Parity: -0.42
Time value: 0.05
Break-even: 40.51
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 2.63
Spread abs.: 0.01
Spread %: 27.50%
Delta: 0.21
Theta: -0.02
Omega: 14.94
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.047
Low: 0.040
Previous Close: 0.042
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month
  -8.33%
3 Months
  -33.33%
YTD
  -79.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.034
1M High / 1M Low: 0.069 0.034
6M High / 6M Low: 0.420 0.001
High (YTD): 02/01/2024 0.210
Low (YTD): 18/03/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   867.58%
Volatility 6M:   1,022.76%
Volatility 1Y:   -
Volatility 3Y:   -