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: |
|
- |