Soc. Generale Call 5.5 GLEN 21.03.../  DE000SW98ZB0  /

EUWAX
2024-11-05  9:38:55 AM Chg.-0.003 Bid11:05:35 AM Ask11:05:35 AM Underlying Strike price Expiration date Option type
0.020EUR -13.04% 0.019
Bid Size: 100,000
0.038
Ask Size: 100,000
Glencore PLC ORD USD... 5.50 GBP 2025-03-21 Call
 

Master data

WKN: SW98ZB
Issuer: Société Générale
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 5.50 GBP
Maturity: 2025-03-21
Issue date: 2024-05-13
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 131.15
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -1.70
Time value: 0.04
Break-even: 6.59
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 1.27
Spread abs.: 0.02
Spread %: 105.56%
Delta: 0.09
Theta: 0.00
Omega: 11.71
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -73.33%
3 Months
  -57.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.020
1M High / 1M Low: 0.079 0.019
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   328.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -