Soc. Generale Call 4 GLEN 21.03.2025
/ DE000SY6DWS6
Soc. Generale Call 4 GLEN 21.03.2.../ DE000SY6DWS6 /
| 2024-10-03 9:50:39 PM |
Chg.-0.050 |
Bid2024-10-03 |
Ask2024-10-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-6.94% |
0.670
Bid Size: 4,500 |
0.710
Ask Size: 4,500 |
Glencore PLC ORD USD... |
4.00 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
SY6DWS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-31 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.35 |
| Time value: |
0.40 |
| Break-even: |
5.55 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
4.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.670 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.69% |
| 1 Month |
|
|
+86.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.640 |
| 1M High / 1M Low: |
0.720 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
