Soc. Generale Call 4 GLEN 20.12.2024
/ DE000SU79779
Soc. Generale Call 4 GLEN 20.12.2.../ DE000SU79779 /
| 7/3/2024 9:41:39 PM |
Chg.+0.070 |
Bid8:12:06 AM |
Ask8:12:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+7.29% |
1.040
Bid Size: 3,000 |
1.100
Ask Size: 3,000 |
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: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
0.69 |
| Time value: |
0.32 |
| Break-even: |
5.73 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
5.21% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
4.08 |
| Rho: |
0.01 |
Quote data
| Open: |
1.050 |
| High: |
1.110 |
| Low: |
1.030 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.10% |
| 1 Month |
|
|
-2.83% |
| 3 Months |
|
|
+7.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.800 |
| 1M High / 1M Low: |
1.130 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
