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Soc. Generale Put 4 GLEN 20.12.20.../  DE000SU13ZJ6  /

Frankfurt Zert./SG
7/23/2024  9:42:14 PM Chg.+0.030 Bid7/23/2024 Ask7/23/2024 Underlying Strike price Expiration date Option type
0.210EUR +16.67% 0.210
Bid Size: 10,000		 0.230
Ask Size: 10,000		 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: -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  
+5.00%
3 Months
  -16.00%
YTD
  -44.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.150
1M High / 1M Low: 0.200 0.120
6M High / 6M Low: 0.700 0.120
High (YTD): 2/26/2024 0.700
Low (YTD): 7/15/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.23%
Volatility 6M:   129.37%
Volatility 1Y:   -
Volatility 3Y:   -