OverviewChartNewsTraderScreen

Soc. Generale Put 3.5 GLEN 20.12..../  DE000SU13ZH0  /

Frankfurt Zert./SG
27/08/2024  11:09:12 Chg.+0.007 Bid11:23:38 Ask11:23:38 Underlying Strike price Expiration date Option type
0.087EUR +8.75% 0.086
Bid Size: 100,000		 0.110
Ask Size: 100,000		 Glencore PLC ORD USD... 3.50 GBP 20/12/2024 Put
 

Master data

WKN: SU13ZH
Issuer: Société Générale
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Put
Strike price: 3.50 GBP
Maturity: 20/12/2024
Issue date: 13/11/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -49.39
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -0.71
Time value: 0.10
Break-even: 4.04
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.63
Spread abs.: 0.02
Spread %: 24.05%
Delta: -0.17
Theta: 0.00
Omega: -8.50
Rho: 0.00
 

Quote data

Open: 0.079
High: 0.087
Low: 0.077
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.42%
1 Month  
+4.82%
3 Months  
+8.75%
YTD
  -60.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.190 0.080
6M High / 6M Low: 0.380 0.041
High (YTD): 26/02/2024 0.400
Low (YTD): 12/07/2024 0.041
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.125
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.09%
Volatility 6M:   172.24%
Volatility 1Y:   -
Volatility 3Y:   -