OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
2024-07-12  8:58:26 AM Chg.+0.004 Bid9:42:52 AM Ask9:42:52 AM Underlying Strike price Expiration date Option type
0.032EUR +14.29% 0.030
Bid Size: 90,000		 0.049
Ask Size: 90,000		 Glencore PLC ORD USD... 5.50 GBP 2024-09-20 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: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 120.13
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.28
Parity: -0.88
Time value: 0.05
Break-even: 6.57
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 1.21
Spread abs.: 0.02
Spread %: 67.86%
Delta: 0.14
Theta: 0.00
Omega: 16.97
Rho: 0.00
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.028
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -33.33%
3 Months
  -81.18%
YTD
  -89.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.028
1M High / 1M Low: 0.048 0.015
6M High / 6M Low: 0.210 0.015
High (YTD): 2024-01-02 0.270
Low (YTD): 2024-06-28 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.086
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   367.12%
Volatility 6M:   293.46%
Volatility 1Y:   -
Volatility 3Y:   -