Soc. Generale Put 40 LEN 21.06.2024
/ DE000SV7S225
Soc. Generale Put 40 LEN 21.06.20.../ DE000SV7S225 /
| 5/16/2024 9:43:30 PM |
Chg.0.000 |
Bid5/16/2024 |
Ask5/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
0.00% |
0.460
Bid Size: 6,600 |
0.500
Ask Size: 6,600 |
LENZING AG |
40.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
SV7S22 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
6/21/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
0.43 |
| Time value: |
0.08 |
| Break-even: |
35.00 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
8.70% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-5.18 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.460 |
| High: |
0.480 |
| Low: |
0.440 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.80% |
| 1 Month |
|
|
-36.11% |
| 3 Months |
|
|
-53.06% |
| YTD |
|
|
-32.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.460 |
| 1M High / 1M Low: |
0.550 |
0.460 |
| 6M High / 6M Low: |
1.460 |
0.460 |
| High (YTD): |
3/18/2024 |
1.460 |
| Low (YTD): |
5/15/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.872 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.02% |
| Volatility 6M: |
|
113.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
