Soc. Generale Call 5 GLEN 20.06.2025
/ DE000SY64QU7
Soc. Generale Call 5 GLEN 20.06.2.../ DE000SY64QU7 /
2024-08-27 9:40:59 PM |
Chg.-0.010 |
Bid2024-08-27 |
Ask2024-08-27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-5.00% |
0.190 Bid Size: 10,000 |
0.210 Ask Size: 10,000 |
Glencore PLC ORD USD... |
5.00 GBP |
2025-06-20 |
Call |
Master data
WKN: |
SY64QU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 GBP |
Maturity: |
2025-06-20 |
Issue date: |
2024-08-13 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-1.07 |
Time value: |
0.23 |
Break-even: |
6.14 |
Moneyness: |
0.82 |
Premium: |
0.27 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.02 |
Spread %: |
9.52% |
Delta: |
0.31 |
Theta: |
0.00 |
Omega: |
6.57 |
Rho: |
0.01 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.180 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.170 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |