Soc. Generale Put 4.5 GLEN 20.06.2025
/ DE000SW98ZF1
Soc. Generale Put 4.5 GLEN 20.06..../ DE000SW98ZF1 /
8/27/2024 9:38:15 AM |
Chg.+0.010 |
Bid4:25:17 PM |
Ask4:25:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
+1.35% |
0.750 Bid Size: 60,000 |
0.770 Ask Size: 60,000 |
Glencore PLC ORD USD... |
4.50 GBP |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
5/13/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
0.48 |
Time value: |
0.27 |
Break-even: |
4.57 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.74% |
Delta: |
-0.53 |
Theta: |
0.00 |
Omega: |
-3.43 |
Rho: |
-0.03 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.750 |
Previous Close: |
0.740 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.35% |
1 Month |
|
|
+17.19% |
3 Months |
|
|
+47.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.740 |
1M High / 1M Low: |
0.970 |
0.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.785 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |