Soc. Generale Put 5 GLEN 20.06.2025
/ DE000SY0D6U8
Soc. Generale Put 5 GLEN 20.06.20.../ DE000SY0D6U8 /
| 23/07/2024 21:47:38 |
Chg.+0.060 |
Bid21:54:44 |
Ask21:54:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+6.38% |
1.010
Bid Size: 4,000 |
1.050
Ask Size: 4,000 |
Glencore PLC ORD USD... |
5.00 GBP |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.67 |
| Time value: |
0.30 |
| Break-even: |
4.97 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.11% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-2.95 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
0.990 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.850 |
| 1M High / 1M Low: |
0.940 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
