Soc. Generale Call 5.5 GLEN 20.09.2024
/ DE000SU13ZF4
Soc. Generale Call 5.5 GLEN 20.09.../ DE000SU13ZF4 /
6/26/2024 4:49:32 PM |
Chg.+0.001 |
Bid5:32:52 PM |
Ask5:32:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.022EUR |
+4.76% |
- Bid Size: - |
- Ask Size: - |
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: |
139.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.28 |
Parity: |
-1.09 |
Time value: |
0.04 |
Break-even: |
6.55 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
1.23 |
Spread abs.: |
0.02 |
Spread %: |
95.00% |
Delta: |
0.11 |
Theta: |
0.00 |
Omega: |
15.85 |
Rho: |
0.00 |
Quote data
Open: |
0.031 |
High: |
0.031 |
Low: |
0.020 |
Previous Close: |
0.021 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-31.25% |
1 Month |
|
|
-81.67% |
3 Months |
|
|
-56.00% |
YTD |
|
|
-92.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.021 |
1M High / 1M Low: |
0.140 |
0.021 |
6M High / 6M Low: |
0.300 |
0.017 |
High (YTD): |
1/2/2024 |
0.270 |
Low (YTD): |
2/29/2024 |
0.017 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.029 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.068 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.105 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
267.70% |
Volatility 6M: |
|
268.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |