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 |
Bid11:09:00 AM |
Ask11:09:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-12.50% |
0.510 Bid Size: 40,000 |
0.530 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: |
|
- |