OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
8/27/2024  10:57:13 AM Chg.-0.020 Bid11:03:41 AM Ask11:03:41 AM Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.190
Bid Size: 60,000		 0.210
Ask Size: 60,000		 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: 19.36
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.11
Implied volatility: 0.37
Historic volatility: 0.27
Parity: 0.11
Time value: 0.14
Break-even: 4.98
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.63
Theta: 0.00
Omega: 12.15
Rho: 0.00
 

Quote data

Open: 0.220
High: 0.220
Low: 0.190
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -56.52%
3 Months
  -80.95%
YTD
  -82.30%
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:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.715
Avg. volume 6M:   2.874
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   320.98%
Volatility 6M:   169.47%
Volatility 1Y:   -
Volatility 3Y:   -