Soc. Generale Put 4.5 GLEN 20.12.2024
/ DE000SU2GWG7
Soc. Generale Put 4.5 GLEN 20.12..../ DE000SU2GWG7 /
03/10/2024 09:22:35 |
Chg.+0.010 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+2.56% |
- Bid Size: - |
- Ask Size: - |
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: |
-12.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.31 |
Historic volatility: |
0.28 |
Parity: |
0.25 |
Time value: |
0.17 |
Break-even: |
4.99 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
5.00% |
Delta: |
-0.58 |
Theta: |
0.00 |
Omega: |
-7.12 |
Rho: |
-0.01 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-48.72% |
3 Months |
|
|
+48.15% |
YTD |
|
|
-35.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.390 |
1M High / 1M Low: |
0.990 |
0.390 |
6M High / 6M Low: |
0.990 |
0.230 |
High (YTD): |
21/02/2024 |
1.160 |
Low (YTD): |
05/07/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.444 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.749 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.486 |
Avg. volume 6M: |
|
233.846 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.01% |
Volatility 6M: |
|
147.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |