Soc. Generale Put 4.5 GLEN 20.12.2024
/ DE000SU2GWG7
Soc. Generale Put 4.5 GLEN 20.12..../ DE000SU2GWG7 /
| 8/27/2024 9:20:41 AM |
Chg.-0.010 |
Bid4:45:30 PM |
Ask4:45:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-1.75% |
0.560
Bid Size: 50,000 |
0.580
Ask Size: 50,000 |
Glencore PLC ORD USD... |
4.50 GBP |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.27 |
| Parity: |
0.48 |
| Time value: |
0.08 |
| Break-even: |
4.76 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
-0.68 |
| Theta: |
0.00 |
| Omega: |
-5.86 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.74% |
| 3 Months |
|
|
+69.70% |
| YTD |
|
|
-9.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.530 |
| 1M High / 1M Low: |
0.770 |
0.470 |
| 6M High / 6M Low: |
1.100 |
0.230 |
| High (YTD): |
2/21/2024 |
1.160 |
| Low (YTD): |
7/5/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.608 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.498 |
| Avg. volume 6M: |
|
239.370 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.44% |
| Volatility 6M: |
|
129.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
