Soc. Generale Put 40 LEN 20.09.2024
/ DE000SW3XLW8
Soc. Generale Put 40 LEN 20.09.20.../ DE000SW3XLW8 /
| 2024-06-14 9:45:54 AM |
Chg.+0.020 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+3.92% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.48 |
| Parity: |
0.40 |
| Time value: |
0.17 |
| Break-even: |
34.30 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-3.85 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.19% |
| 1 Month |
|
|
-11.67% |
| 3 Months |
|
|
-58.91% |
| YTD |
|
|
-34.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.510 |
| 1M High / 1M Low: |
0.810 |
0.510 |
| 6M High / 6M Low: |
1.450 |
0.510 |
| High (YTD): |
2024-03-19 |
1.450 |
| Low (YTD): |
2024-06-13 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.910 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.53% |
| Volatility 6M: |
|
94.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
