Soc. Generale Put 40 LEN 20.09.2024
/ DE000SW3XLW8
Soc. Generale Put 40 LEN 20.09.20.../ DE000SW3XLW8 /
| 2024-06-18 9:47:57 AM |
Chg.+0.010 |
Bid10:54:09 AM |
Ask10:54:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+1.75% |
0.600
Bid Size: 8,000 |
0.630
Ask Size: 8,000 |
LENZING AG |
40.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW3XLW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
0.48 |
| Time value: |
0.13 |
| Break-even: |
34.00 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-3.86 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.560 |
| High: |
0.580 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.40% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
-60.27% |
| YTD |
|
|
-24.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.480 |
| 1M High / 1M Low: |
0.810 |
0.480 |
| 6M High / 6M Low: |
1.460 |
0.480 |
| High (YTD): |
2024-03-18 |
1.460 |
| Low (YTD): |
2024-06-13 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.905 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.33% |
| Volatility 6M: |
|
104.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
