Soc. Generale Put 4 GLEN 19.09.2025
/ DE000SY64QX1
Soc. Generale Put 4 GLEN 19.09.20.../ DE000SY64QX1 /
2024-08-27 8:13:37 AM |
Chg.-0.020 |
Bid12:37:37 PM |
Ask12:37:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-3.85% |
0.520 Bid Size: 90,000 |
0.540 Ask Size: 90,000 |
Glencore PLC ORD USD... |
4.00 GBP |
2025-09-19 |
Put |
Master data
WKN: |
SY64QX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 GBP |
Maturity: |
2025-09-19 |
Issue date: |
2024-08-13 |
Last trading day: |
2025-09-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
-0.11 |
Time value: |
0.52 |
Break-even: |
4.21 |
Moneyness: |
0.98 |
Premium: |
0.13 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
4.00% |
Delta: |
-0.36 |
Theta: |
0.00 |
Omega: |
-3.37 |
Rho: |
-0.02 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.500 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.520 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |