Soc. Generale Call 5.5 GLEN 20.09.2024
/ DE000SU13ZF4
Soc. Generale Call 5.5 GLEN 20.09.../ DE000SU13ZF4 /
2024-07-11 9:59:53 AM |
Chg.- |
Bid9:36:02 AM |
Ask9:36:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.037EUR |
- |
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: |
0.037 |
High: |
0.037 |
Low: |
0.037 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.93% |
1 Month |
|
|
-40.32% |
3 Months |
|
|
-76.88% |
YTD |
|
|
-86.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.056 |
0.034 |
1M High / 1M Low: |
0.062 |
0.017 |
6M High / 6M Low: |
0.220 |
0.017 |
High (YTD): |
2024-01-02 |
0.270 |
Low (YTD): |
2024-06-27 |
0.017 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.043 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.087 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
496.79% |
Volatility 6M: |
|
324.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |