Soc. Generale Put 4.5 GLEN 20.12.2024
/ DE000SU2GWG7
Soc. Generale Put 4.5 GLEN 20.12..../ DE000SU2GWG7 /
8/28/2024 9:23:00 AM |
Chg.+0.050 |
Bid1:23:30 PM |
Ask1:23:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
+8.93% |
0.650 Bid Size: 45,000 |
0.670 Ask Size: 45,000 |
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: |
-8.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
0.46 |
Time value: |
0.14 |
Break-even: |
4.74 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
3.45% |
Delta: |
-0.64 |
Theta: |
0.00 |
Omega: |
-5.18 |
Rho: |
-0.01 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.560 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.09% |
1 Month |
|
|
+32.61% |
3 Months |
|
|
+96.77% |
YTD |
|
|
-1.61% |
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: |
1.080 |
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: |
|
0.606 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.494 |
Avg. volume 6M: |
|
239.370 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.46% |
Volatility 6M: |
|
129.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |