Soc. Generale Put 4.5 GLEN 20.06.2025
/ DE000SW98ZF1
Soc. Generale Put 4.5 GLEN 20.06..../ DE000SW98ZF1 /
| 26/08/2024 21:36:28 |
Chg.-0.030 |
Bid21:47:12 |
Ask21:47:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-3.95% |
0.720
Bid Size: 5,000 |
0.750
Ask Size: 5,000 |
Glencore PLC ORD USD... |
4.50 GBP |
20/06/2025 |
Put |
Master data
| WKN: |
SW98ZF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.50 GBP |
| Maturity: |
20/06/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.54 |
| Time value: |
0.24 |
| Break-even: |
4.53 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-3.37 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.720 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.19% |
| 1 Month |
|
|
+10.61% |
| 3 Months |
|
|
+40.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.730 |
| 1M High / 1M Low: |
0.940 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
