Soc. Generale Put 4 GLEN 21.03.2025
/ DE000SU798B2
Soc. Generale Put 4 GLEN 21.03.20.../ DE000SU798B2 /
03/10/2024 15:04:03 |
Chg.+0.010 |
Bid03/10/2024 |
Ask03/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+4.17% |
0.250 Bid Size: 100,000 |
0.270 Ask Size: 100,000 |
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: |
-19.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
-0.35 |
Time value: |
0.26 |
Break-even: |
4.54 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
-0.31 |
Theta: |
0.00 |
Omega: |
-6.14 |
Rho: |
-0.01 |
Quote data
Open: |
0.230 |
High: |
0.250 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.41% |
1 Month |
|
|
-45.65% |
3 Months |
|
|
+25.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.240 |
1M High / 1M Low: |
0.600 |
0.240 |
6M High / 6M Low: |
0.600 |
0.180 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.436 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.319 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.39% |
Volatility 6M: |
|
135.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |