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Soc. Generale Call 4 GLEN 20.09.2.../  DE000SU13ZC1  /

Frankfurt Zert./SG
23/07/2024  21:36:10 Chg.-0.080 Bid08:17:48 Ask08:17:48 Underlying Strike price Expiration date Option type
0.490EUR -14.04% 0.470
Bid Size: 6,400		 0.520
Ask Size: 6,400		 Glencore PLC ORD USD... 4.00 GBP 20/09/2024 Call
 

Master data

WKN: SU13ZC
Issuer: Société Générale
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 4.00 GBP
Maturity: 20/09/2024
Issue date: 13/11/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 8.78
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.52
Implied volatility: 0.29
Historic volatility: 0.27
Parity: 0.52
Time value: 0.08
Break-even: 5.35
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.45%
Delta: 0.84
Theta: 0.00
Omega: 7.35
Rho: 0.01
 

Quote data

Open: 0.530
High: 0.530
Low: 0.480
Previous Close: 0.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.94%
1 Month
  -36.36%
3 Months
  -51.00%
YTD
  -56.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.490
1M High / 1M Low: 1.000 0.490
6M High / 6M Low: 1.310 0.260
High (YTD): 20/05/2024 1.310
Low (YTD): 26/02/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.789
Avg. volume 1M:   5.909
Avg. price 6M:   0.761
Avg. volume 6M:   2.874
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.13%
Volatility 6M:   127.46%
Volatility 1Y:   -
Volatility 3Y:   -