Soc. Generale Put 35 LEN 20.09.2024
/ DE000SW3XLV0
Soc. Generale Put 35 LEN 20.09.20.../ DE000SW3XLV0 /
| 2024-06-07 9:46:45 AM |
Chg.0.000 |
Bid3:10:59 PM |
Ask3:10:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
0.00% |
0.420
Bid Size: 10,000 |
0.440
Ask Size: 10,000 |
LENZING AG |
35.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW3XLV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.46 |
| Parity: |
0.10 |
| Time value: |
0.31 |
| Break-even: |
31.00 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-4.01 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-7.32% |
| 3 Months |
|
|
-52.50% |
| YTD |
|
|
-24.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.350 |
| 1M High / 1M Low: |
0.430 |
0.320 |
| 6M High / 6M Low: |
1.010 |
0.320 |
| High (YTD): |
2024-03-19 |
1.010 |
| Low (YTD): |
2024-05-22 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.83% |
| Volatility 6M: |
|
107.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
