Soc. Generale Put 4 GLEN 19.09.20.../  DE000SY64QX1  /

EUWAX
2024-11-05  1:48:25 PM Chg.+0.030 Bid2:18:23 PM Ask2:18:23 PM Underlying Strike price Expiration date Option type
0.510EUR +6.25% 0.500
Bid Size: 90,000
0.520
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: -9.16
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -0.09
Time value: 0.53
Break-even: 4.23
Moneyness: 0.98
Premium: 0.13
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.92%
Delta: -0.38
Theta: 0.00
Omega: -3.49
Rho: -0.02
 

Quote data

Open: 0.490
High: 0.510
Low: 0.490
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.00%
1 Month  
+18.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.480
1M High / 1M Low: 0.550 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -