Soc. Generale Put 4 GLEN 20.12.2024
/ DE000SU13ZJ6
Soc. Generale Put 4 GLEN 20.12.20.../ DE000SU13ZJ6 /
8/27/2024 1:28:49 PM |
Chg.+0.010 |
Bid8/27/2024 |
Ask8/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+4.17% |
0.250 Bid Size: 90,000 |
0.270 Ask Size: 90,000 |
Glencore PLC ORD USD... |
4.00 GBP |
12/20/2024 |
Put |
Master data
WKN: |
SU13ZJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 GBP |
Maturity: |
12/20/2024 |
Issue date: |
11/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-0.11 |
Time value: |
0.26 |
Break-even: |
4.47 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
-0.39 |
Theta: |
0.00 |
Omega: |
-7.20 |
Rho: |
-0.01 |
Quote data
Open: |
0.230 |
High: |
0.270 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.71% |
1 Month |
|
|
+13.64% |
3 Months |
|
|
+38.89% |
YTD |
|
|
-34.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.240 |
1M High / 1M Low: |
0.420 |
0.230 |
6M High / 6M Low: |
0.670 |
0.120 |
High (YTD): |
2/26/2024 |
0.700 |
Low (YTD): |
7/15/2024 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.266 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.297 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.268 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.32% |
Volatility 6M: |
|
153.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |