Soc. Generale Call 5 GLEN 21.03.2025
/ DE000SW98ZA2
Soc. Generale Call 5 GLEN 21.03.2.../ DE000SW98ZA2 /
26/08/2024 10:05:02 |
Chg.+0.010 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
5.00 GBP |
21/03/2025 |
Call |
Master data
WKN: |
SW98ZA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 GBP |
Maturity: |
21/03/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
34.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
-1.13 |
Time value: |
0.14 |
Break-even: |
6.04 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.02 |
Spread %: |
16.67% |
Delta: |
0.24 |
Theta: |
0.00 |
Omega: |
8.14 |
Rho: |
0.01 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
-48.00% |
3 Months |
|
|
-78.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.120 |
1M High / 1M Low: |
0.250 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.150 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
231.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |