Soc. Generale Put 4.5 GLEN 21.03.2025
/ DE000SW8J171
Soc. Generale Put 4.5 GLEN 21.03..../ DE000SW8J171 /
| 11/5/2024 12:07:29 PM |
Chg.0.000 |
Bid12:49:06 PM |
Ask12:49:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
0.00% |
0.630
Bid Size: 50,000 |
0.650
Ask Size: 50,000 |
Glencore PLC ORD USD... |
4.50 GBP |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
0.51 |
| Time value: |
0.16 |
| Break-even: |
4.69 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-4.57 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.610 |
| High: |
0.640 |
| Low: |
0.610 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.97% |
| 1 Month |
|
|
+34.04% |
| 3 Months |
|
|
-26.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.610 |
| 1M High / 1M Low: |
0.700 |
0.460 |
| 6M High / 6M Low: |
1.040 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.590 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.96% |
| Volatility 6M: |
|
127.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
