Soc. Generale Call 4.5 GLEN 20.09.2024
/ DE000SU13ZD9
Soc. Generale Call 4.5 GLEN 20.09.../ DE000SU13ZD9 /
26/08/2024 10:12:51 |
Chg.+0.004 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
+100.00% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
4.50 GBP |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
13/11/2023 |
Last trading day: |
19/09/2024 |
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 |
|
|
-55.56% |
1 Month |
|
|
-94.67% |
3 Months |
|
|
-98.73% |
YTD |
|
|
-98.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.022 |
0.004 |
1M High / 1M Low: |
0.150 |
0.004 |
6M High / 6M Low: |
0.840 |
0.004 |
High (YTD): |
20/05/2024 |
0.840 |
Low (YTD): |
23/08/2024 |
0.004 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.381 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,818.63% |
Volatility 6M: |
|
732.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |