Soc. Generale Call 45 LEN 21.03.2025
/ DE000SW8WN75
Soc. Generale Call 45 LEN 21.03.2.../ DE000SW8WN75 /
| 5/31/2024 9:42:51 PM |
Chg.-0.010 |
Bid5/31/2024 |
Ask5/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.240
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
LENZING AG |
45.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SW8WN7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.46 |
| Parity: |
-1.02 |
| Time value: |
0.26 |
| Break-even: |
47.60 |
| Moneyness: |
0.77 |
| Premium: |
0.37 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
4.67 |
| Rho: |
0.08 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.230 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.220 |
| 1M High / 1M Low: |
0.300 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
