Soc. Generale Put 4.5 GLEN 19.09.2025
/ DE000SJ0PPK3
Soc. Generale Put 4.5 GLEN 19.09..../ DE000SJ0PPK3 /
| 05/11/2024 09:28:16 |
Chg.+0.020 |
Bid20:50:21 |
Ask20:50:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+2.50% |
0.840
Bid Size: 5,000 |
0.880
Ask Size: 5,000 |
Glencore PLC ORD USD... |
4.50 GBP |
19/09/2025 |
Put |
Master data
| WKN: |
SJ0PPK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.50 GBP |
| Maturity: |
19/09/2025 |
| Issue date: |
02/10/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
0.51 |
| Time value: |
0.35 |
| Break-even: |
4.50 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-2.94 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
+17.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.800 |
| 1M High / 1M Low: |
0.890 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.811 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
