Soc. Generale Put 5 GLEN 21.03.2025
/ DE000SW8WNB9
Soc. Generale Put 5 GLEN 21.03.20.../ DE000SW8WNB9 /
27/08/2024 09:35:45 |
Chg.+0.01 |
Bid14:54:43 |
Ask14:54:43 |
Underlying |
Strike price |
Expiration date |
Option type |
1.12EUR |
+0.90% |
1.11 Bid Size: 45,000 |
1.13 Ask Size: 45,000 |
Glencore PLC ORD USD... |
5.00 GBP |
21/03/2025 |
Put |
Master data
WKN: |
SW8WNB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.00 GBP |
Maturity: |
21/03/2025 |
Issue date: |
11/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
1.07 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
1.07 |
Time value: |
0.03 |
Break-even: |
4.81 |
Moneyness: |
1.22 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
1.85% |
Delta: |
-0.75 |
Theta: |
0.00 |
Omega: |
-3.28 |
Rho: |
-0.03 |
Quote data
Open: |
1.12 |
High: |
1.12 |
Low: |
1.12 |
Previous Close: |
1.11 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.82% |
1 Month |
|
|
+19.15% |
3 Months |
|
|
+64.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.15 |
1.10 |
1M High / 1M Low: |
1.37 |
0.97 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |