Soc. Generale Put 4.5 GLEN 20.09.2024
/ DE000SW23R63
Soc. Generale Put 4.5 GLEN 20.09..../ DE000SW23R63 /
| 7/23/2024 9:37:10 PM |
Chg.+0.050 |
Bid7/23/2024 |
Ask7/23/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+17.86% |
0.330
Bid Size: 9,100 |
0.370
Ask Size: 9,100 |
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: |
-17.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.08 |
| Time value: |
0.22 |
| Break-even: |
5.04 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-8.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.300 |
| High: |
0.350 |
| Low: |
0.300 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.14% |
| 1 Month |
|
|
+32.00% |
| 3 Months |
|
|
+3.13% |
| YTD |
|
|
-34.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.210 |
| 1M High / 1M Low: |
0.330 |
0.140 |
| 6M High / 6M Low: |
1.050 |
0.140 |
| High (YTD): |
2/26/2024 |
1.050 |
| Low (YTD): |
7/12/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.14% |
| Volatility 6M: |
|
162.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
