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

Frankfurt Zert./SG
03/07/2024  21:36:31 Chg.-0.050 Bid08:00:00 Ask08:00:00 Underlying Strike price Expiration date Option type
0.270EUR -15.63% 0.270
Bid Size: 10,000		 0.300
Ask Size: 10,000		 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: -16.42
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.28
Parity: -0.10
Time value: 0.33
Break-even: 4.98
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 6.45%
Delta: -0.39
Theta: 0.00
Omega: -6.38
Rho: -0.01
 

Quote data

Open: 0.280
High: 0.280
Low: 0.260
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -22.86%
3 Months
  -46.00%
YTD
  -55.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.270
1M High / 1M Low: 0.430 0.270
6M High / 6M Low: 1.100 0.270
High (YTD): 26/02/2024 1.100
Low (YTD): 03/07/2024 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   0.613
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.11%
Volatility 6M:   105.07%
Volatility 1Y:   -
Volatility 3Y:   -