Soc. Generale Call 4 GLEN 20.09.2024
/ DE000SU13ZC1
Soc. Generale Call 4 GLEN 20.09.2.../ DE000SU13ZC1 /
| 2024-06-20 9:59:55 AM |
Chg.- |
Bid9:10:07 AM |
Ask9:10:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
- |
0.840
Bid Size: 35,000 |
0.860
Ask Size: 35,000 |
Glencore PLC ORD USD... |
4.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SU13ZC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 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: |
6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
0.67 |
| Time value: |
0.21 |
| Break-even: |
5.61 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
4.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.75% |
| 1 Month |
|
|
-35.66% |
| 3 Months |
|
|
+29.69% |
| YTD |
|
|
-23.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.740 |
| 1M High / 1M Low: |
1.290 |
0.740 |
| 6M High / 6M Low: |
1.320 |
0.270 |
| High (YTD): |
2024-05-20 |
1.320 |
| Low (YTD): |
2024-02-28 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.787 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.77% |
| Volatility 6M: |
|
140.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
