Soc. Generale Call 4.5 GLEN 20.12.2024
/ DE000SU79787
Soc. Generale Call 4.5 GLEN 20.12.../ DE000SU79787 /
| 10/3/2024 9:47:18 PM |
Chg.-0.030 |
Bid10/3/2024 |
Ask10/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-12.50% |
0.210
Bid Size: 10,000 |
0.230
Ask Size: 10,000 |
Glencore PLC ORD USD... |
4.50 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
SU7978 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
-0.25 |
| Time value: |
0.26 |
| Break-even: |
5.67 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
8.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.210 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
+228.13% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.240 |
0.039 |
| 6M High / 6M Low: |
0.970 |
0.039 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
463.45% |
| Volatility 6M: |
|
247.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
