Soc. Generale Put 5 GLEN 20.12.2024
/ DE000SW8WNA1
Soc. Generale Put 5 GLEN 20.12.20.../ DE000SW8WNA1 /
| 2024-07-24 1:26:25 PM |
Chg.-0.010 |
Bid2:11:03 PM |
Ask2:11:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-1.15% |
0.850
Bid Size: 40,000 |
0.870
Ask Size: 40,000 |
Glencore PLC ORD USD... |
5.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
SW8WNA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.71 |
| Time value: |
0.19 |
| Break-even: |
5.05 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-3.70 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.850 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.64% |
| 1 Month |
|
|
+22.86% |
| 3 Months |
|
|
+19.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.690 |
| 1M High / 1M Low: |
0.870 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
