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

EUWAX
2024-07-23  4:11:48 PM Chg.-0.060 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.140EUR -30.00% -
Bid Size: -
-
Ask Size: -
Glencore PLC ORD USD... 4.50 GBP 2024-09-20 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: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 25.08
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.27
Parity: -0.08
Time value: 0.21
Break-even: 5.55
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.49
Theta: 0.00
Omega: 12.29
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -64.10%
3 Months
  -74.55%
YTD
  -81.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.190
1M High / 1M Low: 0.570 0.190
6M High / 6M Low: 0.840 0.120
High (YTD): 2024-05-20 0.840
Low (YTD): 2024-02-28 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.71%
Volatility 6M:   205.18%
Volatility 1Y:   -
Volatility 3Y:   -