Soc. Generale Put 3.5 GLEN 20.12.2024
/ DE000SU13ZH0
Soc. Generale Put 3.5 GLEN 20.12..../ DE000SU13ZH0 /
| 2024-07-24 12:21:37 PM |
Chg.-0.004 |
Bid12:29:17 PM |
Ask12:29:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
-5.26% |
0.074
Bid Size: 90,000 |
0.093
Ask Size: 90,000 |
Glencore PLC ORD USD... |
3.50 GBP |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-1.07 |
| Time value: |
0.10 |
| Break-even: |
4.07 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.02 |
| Spread %: |
25.00% |
| Delta: |
-0.13 |
| Theta: |
0.00 |
| Omega: |
-7.26 |
| Rho: |
0.00 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.072 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.91% |
| 1 Month |
|
|
-1.37% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-67.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.055 |
| 1M High / 1M Low: |
0.081 |
0.041 |
| 6M High / 6M Low: |
0.400 |
0.041 |
| High (YTD): |
2024-02-26 |
0.400 |
| Low (YTD): |
2024-07-12 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.10% |
| Volatility 6M: |
|
140.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
