Soc. Generale Call 4 GLEN 20.12.2024
/ DE000SU79779
Soc. Generale Call 4 GLEN 20.12.2.../ DE000SU79779 /
| 7/24/2024 9:51:40 AM |
Chg.+0.020 |
Bid10:09:26 AM |
Ask10:09:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+3.13% |
0.660
Bid Size: 45,000 |
0.680
Ask Size: 45,000 |
Glencore PLC ORD USD... |
4.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
SU7977 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
0.48 |
| Time value: |
0.19 |
| Break-even: |
5.43 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
6.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.620 |
| High: |
0.660 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
-40.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.640 |
| 1M High / 1M Low: |
1.120 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.921 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
