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

EUWAX
2024-07-25  9:55:30 AM Chg.-0.050 Bid11:19:25 AM Ask11:19:25 AM Underlying Strike price Expiration date Option type
0.100EUR -33.33% 0.110
Bid Size: 90,000		 0.130
Ask Size: 90,000		 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: 36.92
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.27
Parity: -0.19
Time value: 0.14
Break-even: 5.50
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.40
Theta: 0.00
Omega: 14.79
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.75%
1 Month
  -72.97%
3 Months
  -82.14%
YTD
  -86.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.140
1M High / 1M Low: 0.570 0.140
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:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.03%
Volatility 6M:   209.08%
Volatility 1Y:   -
Volatility 3Y:   -