OverviewChartNewsTraderScreen

Soc. Generale Call 4.5 GLEN 20.09.../  DE000SU13ZD9  /

Frankfurt Zert./SG
2024-06-21  11:03:53 AM Chg.-0.010 Bid12:00:15 PM Ask12:00:15 PM Underlying Strike price Expiration date Option type
0.400EUR -2.44% 0.370
Bid Size: 50,000		 0.390
Ask Size: 50,000		 Glencore PLC ORD USD... 4.50 GBP 2024-09-20 Call
 

Master data

WKN: SU13ZD
Issuer: Société Générale
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 4.50 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 12.27
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.08
Implied volatility: 0.35
Historic volatility: 0.28
Parity: 0.08
Time value: 0.36
Break-even: 5.76
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.59
Theta: 0.00
Omega: 7.21
Rho: 0.01
 

Quote data

Open: 0.410
High: 0.410
Low: 0.390
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.56%
1 Month
  -50.62%
3 Months  
+21.21%
YTD
  -47.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 0.810 0.330
6M High / 6M Low: 0.830 0.120
High (YTD): 2024-05-20 0.830
Low (YTD): 2024-02-29 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.526
Avg. volume 1M:   0.000
Avg. price 6M:   0.454
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.33%
Volatility 6M:   176.70%
Volatility 1Y:   -
Volatility 3Y:   -