Soc. Generale Call 6 GLEN 21.03.2025
/ DE000SW98ZC8
Soc. Generale Call 6 GLEN 21.03.2.../ DE000SW98ZC8 /
26/08/2024 21:51:51 |
Chg.+0.004 |
Bid26/08/2024 |
Ask26/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
+23.53% |
0.021 Bid Size: 10,000 |
0.040 Ask Size: 10,000 |
Glencore PLC ORD USD... |
6.00 GBP |
21/03/2025 |
Call |
Master data
WKN: |
SW98ZC |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 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: |
132.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-2.31 |
Time value: |
0.04 |
Break-even: |
7.12 |
Moneyness: |
0.67 |
Premium: |
0.49 |
Premium p.a.: |
1.03 |
Spread abs.: |
0.02 |
Spread %: |
111.76% |
Delta: |
0.08 |
Theta: |
0.00 |
Omega: |
10.10 |
Rho: |
0.00 |
Quote data
Open: |
0.016 |
High: |
0.021 |
Low: |
0.016 |
Previous Close: |
0.017 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-60.38% |
3 Months |
|
|
-91.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.014 |
1M High / 1M Low: |
0.057 |
0.014 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.030 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
334.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |