Soc. Generale Put 4.5 GLEN 20.06.2025
/ DE000SW98ZF1
Soc. Generale Put 4.5 GLEN 20.06..../ DE000SW98ZF1 /
| 2024-07-23 9:49:08 PM |
Chg.+0.040 |
Bid2024-07-23 |
Ask2024-07-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+6.67% |
0.640
Bid Size: 5,000 |
0.670
Ask Size: 5,000 |
Glencore PLC ORD USD... |
4.50 GBP |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.08 |
| Time value: |
0.54 |
| Break-even: |
4.72 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
-0.41 |
| Theta: |
0.00 |
| Omega: |
-3.51 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.610 |
| High: |
0.650 |
| Low: |
0.610 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.540 |
| 1M High / 1M Low: |
0.640 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
