Soc. Generale Put 5 GLEN 20.06.2025
/ DE000SY0D6U8
Soc. Generale Put 5 GLEN 20.06.20.../ DE000SY0D6U8 /
8/27/2024 8:52:30 AM |
Chg.-0.05 |
Bid4:25:51 PM |
Ask4:25:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.12EUR |
-4.27% |
1.17 Bid Size: 50,000 |
1.19 Ask Size: 50,000 |
Glencore PLC ORD USD... |
5.00 GBP |
6/20/2025 |
Put |
Master data
WKN: |
SY0D6U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.00 GBP |
Maturity: |
6/20/2025 |
Issue date: |
5/16/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
1.07 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
1.07 |
Time value: |
0.09 |
Break-even: |
4.75 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
1.75% |
Delta: |
-0.67 |
Theta: |
0.00 |
Omega: |
-2.80 |
Rho: |
-0.04 |
Quote data
Open: |
1.12 |
High: |
1.12 |
Low: |
1.12 |
Previous Close: |
1.17 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.75% |
1 Month |
|
|
+10.89% |
3 Months |
|
|
+43.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.21 |
1.14 |
1M High / 1M Low: |
1.32 |
1.00 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |