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Soc. Generale Call 4.5 GLEN 20.09.../  DE000SU13ZD9  /

EUWAX
8/26/2024  10:12:51 AM Chg.+0.004 Bid7:47:14 AM Ask7:47:14 AM Underlying Strike price Expiration date Option type
0.008EUR +100.00% 0.010
Bid Size: 10,000		 0.029
Ask Size: 10,000		 Glencore PLC ORD USD... 4.50 GBP 9/20/2024 Call
 

Master data

WKN: SU13ZD
Issuer: Société Générale
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 4.50 GBP
Maturity: 9/20/2024
Issue date: 11/13/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 190.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -0.54
Time value: 0.03
Break-even: 5.34
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 4.16
Spread abs.: 0.02
Spread %: 316.67%
Delta: 0.12
Theta: 0.00
Omega: 23.79
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.64%
1 Month
  -94.67%
3 Months
  -98.75%
YTD
  -98.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.004
1M High / 1M Low: 0.140 0.004
6M High / 6M Low: 0.840 0.004
High (YTD): 5/20/2024 0.840
Low (YTD): 8/23/2024 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,843.60%
Volatility 6M:   744.61%
Volatility 1Y:   -
Volatility 3Y:   -