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

Frankfurt Zert./SG
2024-07-23  9:47:14 PM Chg.+0.050 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
0.440EUR +12.82% -
Bid Size: -
-
Ask Size: -
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: -12.54
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.08
Implied volatility: 0.31
Historic volatility: 0.27
Parity: 0.08
Time value: 0.34
Break-even: 4.92
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 5.00%
Delta: -0.46
Theta: 0.00
Omega: -5.76
Rho: -0.01
 

Quote data

Open: 0.450
High: 0.450
Low: 0.430
Previous Close: 0.390
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+18.92%
3 Months  
+4.76%
YTD
  -26.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.330
1M High / 1M Low: 0.440 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:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.560
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.82%
Volatility 6M:   110.01%
Volatility 1Y:   -
Volatility 3Y:   -