Soc. Generale Call 3.5 GLEN 20.12.2024
/ DE000SU9XGG0
Soc. Generale Call 3.5 GLEN 20.12.../ DE000SU9XGG0 /
27/08/2024 15:37:26 |
Chg.-0.030 |
Bid15:52:54 |
Ask15:52:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-3.49% |
0.820 Bid Size: 45,000 |
0.840 Ask Size: 45,000 |
Glencore PLC ORD USD... |
3.50 GBP |
20/12/2024 |
Call |
Master data
WKN: |
SU9XGG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.50 GBP |
Maturity: |
20/12/2024 |
Issue date: |
27/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.40 |
Historic volatility: |
0.27 |
Parity: |
0.71 |
Time value: |
0.17 |
Break-even: |
5.02 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
2.33% |
Delta: |
0.81 |
Theta: |
0.00 |
Omega: |
4.44 |
Rho: |
0.01 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.800 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.79% |
1 Month |
|
|
-22.43% |
3 Months |
|
|
-49.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.740 |
1M High / 1M Low: |
1.050 |
0.670 |
6M High / 6M Low: |
1.900 |
0.660 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.798 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.811 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.277 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.41% |
Volatility 6M: |
|
89.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |