Soc. Generale Put 4 GLEN 21.03.2025
/ DE000SU798B2
Soc. Generale Put 4 GLEN 21.03.20.../ DE000SU798B2 /
27/08/2024 11:04:00 |
Chg.+0.020 |
Bid27/08/2024 |
Ask27/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+6.06% |
0.350 Bid Size: 90,000 |
0.370 Ask Size: 90,000 |
Glencore PLC ORD USD... |
4.00 GBP |
21/03/2025 |
Put |
Master data
WKN: |
SU798B |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 GBP |
Maturity: |
21/03/2025 |
Issue date: |
13/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-0.11 |
Time value: |
0.35 |
Break-even: |
4.38 |
Moneyness: |
0.98 |
Premium: |
0.10 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
6.06% |
Delta: |
-0.38 |
Theta: |
0.00 |
Omega: |
-5.26 |
Rho: |
-0.01 |
Quote data
Open: |
0.320 |
High: |
0.350 |
Low: |
0.320 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.41% |
1 Month |
|
|
+12.90% |
3 Months |
|
|
+45.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.330 |
1M High / 1M Low: |
0.510 |
0.320 |
6M High / 6M Low: |
0.730 |
0.180 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.356 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.385 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.341 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.70% |
Volatility 6M: |
|
116.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |