Soc. Generale Put 5 GLEN 21.03.2025
/ DE000SW8WNB9
Soc. Generale Put 5 GLEN 21.03.20.../ DE000SW8WNB9 /
| 2024-07-23 9:51:39 PM |
Chg.+0.070 |
Bid2024-07-23 |
Ask2024-07-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+8.14% |
0.930
Bid Size: 3,300 |
0.970
Ask Size: 3,300 |
Glencore PLC ORD USD... |
5.00 GBP |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.67 |
| Time value: |
0.22 |
| Break-even: |
5.05 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-3.49 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.880 |
| High: |
0.950 |
| Low: |
0.880 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.37% |
| 1 Month |
|
|
+12.05% |
| 3 Months |
|
|
+12.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.760 |
| 1M High / 1M Low: |
0.860 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
