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Soc. Generale Put 4.5 GLEN 20.12..../  DE000SU2GWG7  /

Frankfurt Zert./SG
05/11/2024  21:41:20 Chg.+0.010 Bid21:41:26 Ask21:41:26 Underlying Strike price Expiration date Option type
0.550EUR +1.85% 0.560
Bid Size: 5,400		 0.620
Ask Size: 5,400		 Glencore PLC ORD USD... 4.50 GBP 20/12/2024 Put
 

Master data

WKN: SU2GWG
Issuer: Société Générale
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Put
Strike price: 4.50 GBP
Maturity: 20/12/2024
Issue date: 20/11/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -8.22
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.51
Implied volatility: 0.40
Historic volatility: 0.28
Parity: 0.51
Time value: 0.08
Break-even: 4.77
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.51%
Delta: -0.73
Theta: 0.00
Omega: -6.02
Rho: -0.01
 

Quote data

Open: 0.530
High: 0.560
Low: 0.500
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.17%
1 Month  
+48.65%
3 Months
  -28.57%
YTD
  -8.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.510
1M High / 1M Low: 0.620 0.350
6M High / 6M Low: 0.990 0.240
High (YTD): 26/02/2024 1.100
Low (YTD): 05/07/2024 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.529
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   155.725
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.80%
Volatility 6M:   162.93%
Volatility 1Y:   -
Volatility 3Y:   -