Soc. Generale Put 4 GLEN 20.09.2024
/ DE000SW2Z6N9
Soc. Generale Put 4 GLEN 20.09.20.../ DE000SW2Z6N9 /
| 24/07/2024 10:12:37 |
Chg.-0.003 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
-3.26% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
4.00 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
SW2Z6N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
01/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-47.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-0.48 |
| Time value: |
0.11 |
| Break-even: |
4.65 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.02 |
| Spread %: |
19.57% |
| Delta: |
-0.23 |
| Theta: |
0.00 |
| Omega: |
-10.72 |
| Rho: |
0.00 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.092 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.92% |
| 1 Month |
|
|
+4.71% |
| 3 Months |
|
|
-36.43% |
| YTD |
|
|
-71.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.092 |
0.046 |
| 1M High / 1M Low: |
0.092 |
0.029 |
| 6M High / 6M Low: |
0.680 |
0.029 |
| High (YTD): |
21/02/2024 |
0.680 |
| Low (YTD): |
12/07/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
389.53% |
| Volatility 6M: |
|
213.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
