Soc. Generale Call 5 GLEN 20.12.2024
/ DE000SU9A8Z5
Soc. Generale Call 5 GLEN 20.12.2.../ DE000SU9A8Z5 /
27/08/2024 08:32:02 |
Chg.+0.007 |
Bid17:03:18 |
Ask17:03:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.048EUR |
+17.07% |
0.041 Bid Size: 100,000 |
0.060 Ask Size: 100,000 |
Glencore PLC ORD USD... |
5.00 GBP |
20/12/2024 |
Call |
Master data
WKN: |
SU9A8Z |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 GBP |
Maturity: |
20/12/2024 |
Issue date: |
14/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
69.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-1.07 |
Time value: |
0.07 |
Break-even: |
5.98 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.02 |
Spread %: |
37.25% |
Delta: |
0.17 |
Theta: |
0.00 |
Omega: |
11.48 |
Rho: |
0.00 |
Quote data
Open: |
0.048 |
High: |
0.048 |
Low: |
0.048 |
Previous Close: |
0.041 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-89.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.048 |
0.037 |
1M High / 1M Low: |
0.130 |
0.037 |
6M High / 6M Low: |
0.640 |
0.037 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.064 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.294 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
281.81% |
Volatility 6M: |
|
203.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |