Soc. Generale Put 30 LXS 20.09.2024
/ DE000SV9TJV0
Soc. Generale Put 30 LXS 20.09.20.../ DE000SV9TJV0 /
| 2024-06-24 6:06:38 PM |
Chg.-0.060 |
Bid6:53:45 PM |
Ask6:53:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-7.50% |
0.730
Bid Size: 4,200 |
0.780
Ask Size: 4,200 |
LANXESS AG |
30.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SV9TJV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.35 |
| Parity: |
0.82 |
| Time value: |
0.00 |
| Break-even: |
21.80 |
| Moneyness: |
1.37 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
-0.88 |
| Theta: |
0.00 |
| Omega: |
-2.34 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.790 |
| High: |
0.810 |
| Low: |
0.740 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.33% |
| 1 Month |
|
|
+48.00% |
| 3 Months |
|
|
+29.82% |
| YTD |
|
|
+64.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.760 |
| 1M High / 1M Low: |
0.810 |
0.480 |
| 6M High / 6M Low: |
0.810 |
0.330 |
| High (YTD): |
2024-06-14 |
0.810 |
| Low (YTD): |
2024-05-07 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.559 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.07% |
| Volatility 6M: |
|
106.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
