Soc. Generale Call 4 GLEN 20.09.2024
/ DE000SU13ZC1
Soc. Generale Call 4 GLEN 20.09.2.../ DE000SU13ZC1 /
| 2024-07-23 9:36:10 PM |
Chg.-0.080 |
Bid9:53:21 PM |
Ask9:53:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-14.04% |
0.480
Bid Size: 6,300 |
0.530
Ask Size: 6,300 |
Glencore PLC ORD USD... |
4.00 GBP |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| 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: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.94% |
| 1 Month |
|
|
-32.88% |
| 3 Months |
|
|
-48.42% |
| YTD |
|
|
-56.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.570 |
| 1M High / 1M Low: |
1.000 |
0.570 |
| 6M High / 6M Low: |
1.310 |
0.260 |
| High (YTD): |
2024-05-20 |
1.310 |
| Low (YTD): |
2024-02-26 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
26 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
6.190 |
| Avg. price 6M: |
|
0.762 |
| Avg. volume 6M: |
|
2.874 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.90% |
| Volatility 6M: |
|
126.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
