Soc. Generale Call 4 GLEN 20.09.2024
/ DE000SU13ZC1
Soc. Generale Call 4 GLEN 20.09.2.../ DE000SU13ZC1 /
| 24/07/2024 21:48:15 |
Chg.-0.050 |
Bid21:54:05 |
Ask21:54:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-10.20% |
0.430
Bid Size: 7,000 |
0.470
Ask Size: 7,000 |
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: |
10.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.27 |
| Parity: |
0.48 |
| Time value: |
0.04 |
| Break-even: |
5.28 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
9.30 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.530 |
| Low: |
0.440 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.89% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-56.00% |
| YTD |
|
|
-61.06% |
| 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: |
|
- |
