Soc. Generale Call 4.5 GLEN 20.12.2024
/ DE000SU79787
Soc. Generale Call 4.5 GLEN 20.12.../ DE000SU79787 /
7/23/2024 9:46:08 PM |
Chg.-0.050 |
Bid9:53:32 PM |
Ask9:53:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-13.51% |
0.310 Bid Size: 9,700 |
0.340 Ask Size: 9,700 |
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: |
13.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.27 |
Parity: |
-0.08 |
Time value: |
0.39 |
Break-even: |
5.73 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
5.41% |
Delta: |
0.54 |
Theta: |
0.00 |
Omega: |
7.26 |
Rho: |
0.01 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.310 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-34.69% |
1 Month |
|
|
-39.62% |
3 Months |
|
|
-57.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.320 |
1M High / 1M Low: |
0.700 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.538 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |