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Soc. Generale Put 4.5 GLEN 20.09..../  DE000SW23R63  /

Frankfurt Zert./SG
27/08/2024  12:17:04 Chg.+0.090 Bid13:15:03 Ask13:15:03 Underlying Strike price Expiration date Option type
0.530EUR +20.45% 0.490
Bid Size: 40,000		 0.510
Ask Size: 40,000		 Glencore PLC ORD USD... 4.50 GBP 20/09/2024 Put
 

Master data

WKN: SW23R6
Issuer: Société Générale
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Put
Strike price: 4.50 GBP
Maturity: 20/09/2024
Issue date: 05/09/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -10.08
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.48
Implied volatility: 0.27
Historic volatility: 0.27
Parity: 0.48
Time value: 0.00
Break-even: 4.84
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 4.35%
Delta: -0.90
Theta: 0.00
Omega: -9.04
Rho: 0.00
 

Quote data

Open: 0.430
High: 0.530
Low: 0.420
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.92%
1 Month  
+51.43%
3 Months  
+130.43%
YTD  
+6.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.440
1M High / 1M Low: 0.710 0.360
6M High / 6M Low: 1.020 0.140
High (YTD): 26/02/2024 1.050
Low (YTD): 12/07/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.539
Avg. volume 1M:   0.000
Avg. price 6M:   0.400
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   259.08%
Volatility 6M:   190.02%
Volatility 1Y:   -
Volatility 3Y:   -