Soc. Generale Call 5 GLEN 20.12.2.../  DE000SU9A8Z5  /

Frankfurt Zert./SG
2024-07-25  9:46:26 AM Chg.-0.020 Bid10:34:32 AM Ask10:34:32 AM Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.110
Bid Size: 90,000
0.130
Ask Size: 90,000
Glencore PLC ORD USD... 5.00 GBP 2024-12-20 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: 2024-12-20
Issue date: 2024-02-14
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 36.92
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.27
Parity: -0.78
Time value: 0.14
Break-even: 6.09
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.27
Theta: 0.00
Omega: 9.95
Rho: 0.01
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -60.00%
3 Months
  -77.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.120
1M High / 1M Low: 0.380 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -