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

Frankfurt Zert./SG
7/4/2024  9:46:34 AM Chg.0.000 Bid10:02:52 AM Ask10:02:52 AM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.120
Bid Size: 90,000		 0.140
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: -36.77
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -0.79
Time value: 0.15
Break-even: 4.58
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 15.38%
Delta: -0.19
Theta: 0.00
Omega: -7.10
Rho: -0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month
  -27.78%
3 Months
  -55.17%
YTD
  -65.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.130
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: 0.700 0.130
High (YTD): 2/26/2024 0.700
Low (YTD): 7/3/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.68%
Volatility 6M:   125.69%
Volatility 1Y:   -
Volatility 3Y:   -