Soc. Generale Call 3.5 GLEN 20.12.2024
/ DE000SU9XGG0
Soc. Generale Call 3.5 GLEN 20.12.../ DE000SU9XGG0 /
| 23/07/2024 11:28:13 |
Chg.-0.06 |
Bid07:57:26 |
Ask07:57:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-5.08% |
1.07
Bid Size: 3,000 |
1.14
Ask Size: 3,000 |
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: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
1.11 |
| Time value: |
0.11 |
| Break-even: |
5.38 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
3.93 |
| Rho: |
0.01 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.12 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.04% |
| 1 Month |
|
|
-14.50% |
| 3 Months |
|
|
-25.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.12 |
| 1M High / 1M Low: |
1.68 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
