Soc. Generale Call 4.5 GLEN 20.12.2024
/ DE000SU79787
Soc. Generale Call 4.5 GLEN 20.12.../ DE000SU79787 /
| 03/07/2024 10:58:24 |
Chg.- |
Bid08:01:16 |
Ask08:01:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
- |
0.630
Bid Size: 4,800 |
0.680
Ask Size: 4,800 |
Glencore PLC ORD USD... |
4.50 GBP |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
13/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.10 |
| Time value: |
0.50 |
| Break-even: |
5.91 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
7.14% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
5.49 |
| Rho: |
0.01 |
Quote data
| Open: |
0.640 |
| High: |
0.660 |
| Low: |
0.640 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
-10.81% |
| 3 Months |
|
|
+6.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.480 |
| 1M High / 1M Low: |
0.740 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
