Soc. Generale Put 5 GLEN 20.09.2024
/ DE000SW8WM84
Soc. Generale Put 5 GLEN 20.09.20.../ DE000SW8WM84 /
8/27/2024 4:34:40 PM |
Chg.+0.070 |
Bid5:21:00 PM |
Ask5:21:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
+7.00% |
1.090 Bid Size: 35,000 |
1.110 Ask Size: 35,000 |
Glencore PLC ORD USD... |
5.00 GBP |
9/20/2024 |
Put |
Master data
WKN: |
SW8WM8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.00 GBP |
Maturity: |
9/20/2024 |
Issue date: |
4/11/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
1.07 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
1.07 |
Time value: |
-0.02 |
Break-even: |
4.86 |
Moneyness: |
1.22 |
Premium: |
0.00 |
Premium p.a.: |
-0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.94% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.970 |
High: |
1.110 |
Low: |
0.970 |
Previous Close: |
1.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+32.10% |
3 Months |
|
|
+118.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
1.000 |
1M High / 1M Low: |
1.270 |
0.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.067 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |