Soc. Generale Call 4.5 GLEN 21.03.2025
/ DE000SW98Y98
Soc. Generale Call 4.5 GLEN 21.03.../ DE000SW98Y98 /
8/26/2024 10:05:01 AM |
Chg.+0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+3.70% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
4.50 GBP |
3/21/2025 |
Call |
Master data
WKN: |
SW98Y9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.50 GBP |
Maturity: |
3/21/2025 |
Issue date: |
5/13/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-0.54 |
Time value: |
0.29 |
Break-even: |
5.60 |
Moneyness: |
0.90 |
Premium: |
0.17 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.02 |
Spread %: |
7.41% |
Delta: |
0.40 |
Theta: |
0.00 |
Omega: |
6.64 |
Rho: |
0.01 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.45% |
1 Month |
|
|
-40.43% |
3 Months |
|
|
-69.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.270 |
1M High / 1M Low: |
0.450 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.278 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.298 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |