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

Frankfurt Zert./SG
2024-07-25  8:56:50 AM Chg.+0.030 Bid9:16:54 AM Ask9:16:54 AM Underlying Strike price Expiration date Option type
0.500EUR +6.38% 0.510
Bid Size: 50,000		 0.530
Ask Size: 50,000		 Glencore PLC ORD USD... 4.50 GBP 2024-12-20 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: 2024-12-20
Issue date: 2023-11-20
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -11.14
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.12
Implied volatility: 0.34
Historic volatility: 0.27
Parity: 0.12
Time value: 0.35
Break-even: 4.88
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.44%
Delta: -0.47
Theta: 0.00
Omega: -5.24
Rho: -0.01
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+35.14%
1 Month  
+31.58%
3 Months  
+11.11%
YTD
  -16.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.370
1M High / 1M Low: 0.470 0.240
6M High / 6M Low: 1.100 0.240
High (YTD): 2024-02-26 1.100
Low (YTD): 2024-07-05 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.329
Avg. volume 1M:   0.000
Avg. price 6M:   0.557
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.13%
Volatility 6M:   110.45%
Volatility 1Y:   -
Volatility 3Y:   -