Soc. Generale Put 4.5 GLEN 21.03.2025
/ DE000SW8J171
Soc. Generale Put 4.5 GLEN 21.03..../ DE000SW8J171 /
23/07/2024 21:40:51 |
Chg.+0.050 |
Bid23/07/2024 |
Ask23/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+10.00% |
0.550 Bid Size: 5,500 |
0.580 Ask Size: 5,500 |
Glencore PLC ORD USD... |
4.50 GBP |
21/03/2025 |
Put |
Master data
WKN: |
SW8J17 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.50 GBP |
Maturity: |
21/03/2025 |
Issue date: |
04/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
0.08 |
Time value: |
0.45 |
Break-even: |
4.81 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
3.92% |
Delta: |
-0.43 |
Theta: |
0.00 |
Omega: |
-4.31 |
Rho: |
-0.02 |
Quote data
Open: |
0.520 |
High: |
0.560 |
Low: |
0.520 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+17.02% |
3 Months |
|
|
+5.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.440 |
1M High / 1M Low: |
0.550 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.435 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |