Soc. Generale Call 4 GLEN 21.03.2025
/ DE000SY6DWS6
Soc. Generale Call 4 GLEN 21.03.2.../ DE000SY6DWS6 /
| 11/5/2024 8:38:55 AM |
Chg.-0.040 |
Bid11:14:53 AM |
Ask11:14:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-8.51% |
0.450
Bid Size: 60,000 |
0.470
Ask Size: 60,000 |
Glencore PLC ORD USD... |
4.00 GBP |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
0.09 |
| Time value: |
0.37 |
| Break-even: |
5.22 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
6.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
-41.89% |
| 3 Months |
|
|
-15.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.430 |
| 1M High / 1M Low: |
0.760 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
