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

EUWAX
2024-07-24  10:12:52 AM Chg.-0.010 Bid6:10:08 PM Ask6:10:08 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.220
Bid Size: 10,000		 0.240
Ask Size: 10,000		 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: -22.77
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -0.48
Time value: 0.23
Break-even: 4.53
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 9.52%
Delta: -0.28
Theta: 0.00
Omega: -6.26
Rho: -0.01
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+5.26%
3 Months
  -13.04%
YTD
  -48.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.140
1M High / 1M Low: 0.210 0.110
6M High / 6M Low: 0.740 0.110
High (YTD): 2024-02-21 0.740
Low (YTD): 2024-07-12 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.326
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.53%
Volatility 6M:   134.67%
Volatility 1Y:   -
Volatility 3Y:   -