Soc. Generale Call 4 GLEN 20.06.2025
/ DE000SY64QS1
Soc. Generale Call 4 GLEN 20.06.2.../ DE000SY64QS1 /
| 11/5/2024 12:02:06 PM |
Chg.+0.020 |
Bid11/5/2024 |
Ask11/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+3.77% |
0.550
Bid Size: 60,000 |
0.570
Ask Size: 60,000 |
Glencore PLC ORD USD... |
4.00 GBP |
6/20/2025 |
Call |
Master data
| WKN: |
SY64QS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
0.09 |
| Time value: |
0.47 |
| Break-even: |
5.32 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
5.28 |
| Rho: |
0.01 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.85% |
| 1 Month |
|
|
-32.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.530 |
| 1M High / 1M Low: |
0.820 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
