Soc. Generale Put 4 GLEN 20.09.2024
/ DE000SW2Z6N9
Soc. Generale Put 4 GLEN 20.09.20.../ DE000SW2Z6N9 /
7/24/2024 9:47:45 PM |
Chg.+0.019 |
Bid7/24/2024 |
Ask7/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+20.88% |
0.110 Bid Size: 10,000 |
0.130 Ask Size: 10,000 |
Glencore PLC ORD USD... |
4.00 GBP |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
9/1/2023 |
Last trading day: |
9/19/2024 |
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: |
0.096 |
High: |
0.110 |
Low: |
0.084 |
Previous Close: |
0.091 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+59.42% |
1 Month |
|
|
+34.15% |
3 Months |
|
|
-31.25% |
YTD |
|
|
-63.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.069 |
1M High / 1M Low: |
0.110 |
0.031 |
6M High / 6M Low: |
0.630 |
0.031 |
High (YTD): |
2/26/2024 |
0.630 |
Low (YTD): |
7/12/2024 |
0.031 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.232 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
283.28% |
Volatility 6M: |
|
196.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |