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Soc. Generale Call 5.5 GLEN 20.09.../  DE000SU13ZF4  /

Frankfurt Zert./SG
6/28/2024  9:37:19 PM Chg.-0.002 Bid9:42:52 PM Ask9:42:52 PM Underlying Strike price Expiration date Option type
0.015EUR -11.76% 0.016
Bid Size: 10,000		 0.035
Ask Size: 10,000		 Glencore PLC ORD USD... 5.50 GBP 9/20/2024 Call
 

Master data

WKN: SU13ZF
Issuer: Société Générale
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 5.50 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: 144.05
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.28
Parity: -1.16
Time value: 0.04
Break-even: 6.53
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 1.44
Spread abs.: 0.02
Spread %: 105.56%
Delta: 0.11
Theta: 0.00
Omega: 15.39
Rho: 0.00
 

Quote data

Open: 0.019
High: 0.022
Low: 0.015
Previous Close: 0.017
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.31%
1 Month
  -87.50%
3 Months
  -74.58%
YTD
  -95.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.015
1M High / 1M Low: 0.120 0.015
6M High / 6M Low: 0.300 0.015
High (YTD): 1/2/2024 0.270
Low (YTD): 6/28/2024 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.24%
Volatility 6M:   269.30%
Volatility 1Y:   -
Volatility 3Y:   -