Soc. Generale Call 3.5 GLEN 20.06.2025
/ DE000SY9W3A5
Soc. Generale Call 3.5 GLEN 20.06.../ DE000SY9W3A5 /
| 2024-11-05 8:45:05 AM |
Chg.+0.010 |
Bid9:15:21 AM |
Ask9:15:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+1.11% |
0.950
Bid Size: 45,000 |
0.970
Ask Size: 45,000 |
Glencore PLC ORD USD... |
3.50 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
SY9W3A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-09-17 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.63 |
| Time value: |
0.33 |
| Break-even: |
5.13 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
3.75 |
| Rho: |
0.02 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.15% |
| 1 Month |
|
|
-26.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.900 |
| 1M High / 1M Low: |
1.260 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.980 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
