Soc. Generale Call 5.5 GLEN 20.12.2024
/ DE000SW7W010
Soc. Generale Call 5.5 GLEN 20.12.../ DE000SW7W010 /
| 03/10/2024 21:43:25 |
Chg.-0.005 |
Bid03/10/2024 |
Ask03/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-31.25% |
0.011
Bid Size: 10,000 |
0.030
Ask Size: 10,000 |
Glencore PLC ORD USD... |
5.50 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
SW7W01 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
143.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
-1.45 |
| Time value: |
0.04 |
| Break-even: |
6.64 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
2.27 |
| Spread abs.: |
0.02 |
| Spread %: |
111.76% |
| Delta: |
0.09 |
| Theta: |
0.00 |
| Omega: |
13.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.017 |
| High: |
0.017 |
| Low: |
0.011 |
| Previous Close: |
0.016 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+1000.00% |
| 3 Months |
|
|
-93.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.017 |
0.010 |
| 1M High / 1M Low: |
0.017 |
0.001 |
| 6M High / 6M Low: |
0.370 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,099.32% |
| Volatility 6M: |
|
1,294.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
