Soc. Generale Put 4.5 GLEN 20.09.2024
/ DE000SW23R63
Soc. Generale Put 4.5 GLEN 20.09..../ DE000SW23R63 /
| 8/27/2024 8:09:07 AM |
Chg.-0.060 |
Bid12:56:54 PM |
Ask12:56:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-12.50% |
0.490
Bid Size: 40,000 |
0.510
Ask Size: 40,000 |
Glencore PLC ORD USD... |
4.50 GBP |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/5/2023 |
| Last trading day: |
9/19/2024 |
| 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: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+82.61% |
| YTD |
|
|
-20.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.460 |
| 1M High / 1M Low: |
0.690 |
0.340 |
| 6M High / 6M Low: |
1.050 |
0.130 |
| High (YTD): |
2/21/2024 |
1.110 |
| Low (YTD): |
7/12/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.44% |
| Volatility 6M: |
|
206.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
