Soc. Generale Call 3.5 GLEN 20.09.../  DE000SU9XGF2  /

Frankfurt Zert./SG
7/4/2024  5:53:22 PM Chg.+0.060 Bid6:00:19 PM Ask6:00:19 PM Underlying Strike price Expiration date Option type
1.530EUR +4.08% -
Bid Size: -
-
Ask Size: -
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: 3.63
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.38
Implied volatility: 0.62
Historic volatility: 0.28
Parity: 1.38
Time value: 0.14
Break-even: 5.65
Moneyness: 1.33
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.33%
Delta: 0.88
Theta: 0.00
Omega: 3.19
Rho: 0.01
 

Quote data

Open: 1.440
High: 1.590
Low: 1.440
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+6.25%
3 Months  
+16.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.160
1M High / 1M Low: 1.510 1.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.296
Avg. volume 1W:   0.000
Avg. price 1M:   1.323
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -