Soc. Generale Call 4 GLEN 20.09.2024
/ DE000SU13ZC1
Soc. Generale Call 4 GLEN 20.09.2.../ DE000SU13ZC1 /
8/28/2024 9:44:02 PM |
Chg.-0.060 |
Bid8/28/2024 |
Ask8/28/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-33.33% |
0.120 Bid Size: 10,000 |
0.150 Ask Size: 10,000 |
Glencore PLC ORD USD... |
4.00 GBP |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
11/13/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.24 |
Historic volatility: |
0.27 |
Parity: |
0.13 |
Time value: |
0.07 |
Break-even: |
4.94 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
11.11% |
Delta: |
0.70 |
Theta: |
0.00 |
Omega: |
16.98 |
Rho: |
0.00 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.120 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-73.91% |
3 Months |
|
|
-89.38% |
YTD |
|
|
-89.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.140 |
1M High / 1M Low: |
0.440 |
0.140 |
6M High / 6M Low: |
1.310 |
0.140 |
High (YTD): |
5/20/2024 |
1.310 |
Low (YTD): |
8/22/2024 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.228 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.714 |
Avg. volume 6M: |
|
2.874 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
318.17% |
Volatility 6M: |
|
171.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |