Soc. Generale Call 5.5 GLEN 20.12.2024
/ DE000SW7W010
Soc. Generale Call 5.5 GLEN 20.12.../ DE000SW7W010 /
8/27/2024 9:38:56 PM |
Chg.-0.004 |
Bid8/27/2024 |
Ask8/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
-40.00% |
0.006 Bid Size: 10,000 |
0.025 Ask Size: 10,000 |
Glencore PLC ORD USD... |
5.50 GBP |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
166.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
-1.66 |
Time value: |
0.03 |
Break-even: |
6.53 |
Moneyness: |
0.74 |
Premium: |
0.35 |
Premium p.a.: |
1.58 |
Spread abs.: |
0.02 |
Spread %: |
190.00% |
Delta: |
0.08 |
Theta: |
0.00 |
Omega: |
12.82 |
Rho: |
0.00 |
Quote data
Open: |
0.009 |
High: |
0.009 |
Low: |
0.006 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-85.71% |
3 Months |
|
|
-97.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.005 |
1M High / 1M Low: |
0.045 |
0.005 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
544.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |