Soc. Generale Put 4 GLEN 20.12.2024
/ DE000SU13ZJ6
Soc. Generale Put 4 GLEN 20.12.20.../ DE000SU13ZJ6 /
2024-07-23 9:42:14 PM |
Chg.+0.030 |
Bid2024-07-23 |
Ask2024-07-23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+16.67% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
4.00 GBP |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
-0.52 |
Time value: |
0.20 |
Break-even: |
4.55 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.02 |
Spread %: |
11.11% |
Delta: |
-0.26 |
Theta: |
0.00 |
Omega: |
-6.79 |
Rho: |
-0.01 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.200 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
+16.67% |
3 Months |
|
|
-12.50% |
YTD |
|
|
-44.74% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.150 |
1M High / 1M Low: |
0.210 |
0.120 |
6M High / 6M Low: |
0.700 |
0.120 |
High (YTD): |
2024-02-26 |
0.700 |
Low (YTD): |
2024-07-15 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.155 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.324 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.14% |
Volatility 6M: |
|
131.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |