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

Frankfurt Zert./SG
03/10/2024  21:36:12 Chg.+0.030 Bid21:59:50 Ask21:59:50 Underlying Strike price Expiration date Option type
0.430EUR +7.50% 0.420
Bid Size: 7,200		 0.450
Ask Size: 7,200		 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: 0.370
High: 0.430
Low: 0.370
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.51%
1 Month
  -45.57%
3 Months  
+59.26%
YTD
  -28.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.990 0.400
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:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.748
Avg. volume 1M:   927.273
Avg. price 6M:   0.487
Avg. volume 6M:   156.923
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.17%
Volatility 6M:   143.36%
Volatility 1Y:   -
Volatility 3Y:   -