Soc. Generale Call 3.5 GLEN 20.09.2024
/ DE000SU9XGF2
Soc. Generale Call 3.5 GLEN 20.09.../ DE000SU9XGF2 /
8/27/2024 4:48:53 PM |
Chg.+0.010 |
Bid5:30:10 PM |
Ask5:30:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
+1.39% |
0.680 Bid Size: 4,500 |
0.780 Ask Size: 4,500 |
Glencore PLC ORD USD... |
3.50 GBP |
9/20/2024 |
Call |
Master data
WKN: |
SU9XGF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.50 GBP |
Maturity: |
9/20/2024 |
Issue date: |
2/27/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.68 |
Historic volatility: |
0.27 |
Parity: |
0.71 |
Time value: |
0.08 |
Break-even: |
4.93 |
Moneyness: |
1.17 |
Premium: |
0.02 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.02 |
Spread %: |
2.60% |
Delta: |
0.84 |
Theta: |
0.00 |
Omega: |
5.17 |
Rho: |
0.00 |
Quote data
Open: |
0.720 |
High: |
0.730 |
Low: |
0.690 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.87% |
1 Month |
|
|
-23.16% |
3 Months |
|
|
-53.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.590 |
1M High / 1M Low: |
0.940 |
0.530 |
6M High / 6M Low: |
1.830 |
0.530 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.658 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.683 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.184 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.39% |
Volatility 6M: |
|
105.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |