Soc. Generale Put 5 GLEN 20.06.2025
/ DE000SY0D6U8
Soc. Generale Put 5 GLEN 20.06.20.../ DE000SY0D6U8 /
| 11/5/2024 7:50:34 PM |
Chg.-0.010 |
Bid8:22:58 PM |
Ask8:22:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-0.85% |
1.190
Bid Size: 3,000 |
1.250
Ask Size: 3,000 |
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: |
-4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
1.10 |
| Time value: |
0.11 |
| Break-even: |
4.75 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-2.82 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.160 |
| High: |
1.190 |
| Low: |
1.140 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.69% |
| 1 Month |
|
|
+22.11% |
| 3 Months |
|
|
-15.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.140 |
| 1M High / 1M Low: |
1.250 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
