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Soc. Generale Call 5.5 GLEN 20.09.../  DE000SU13ZF4  /

Frankfurt Zert./SG
2024-06-21  4:45:00 PM Chg.-0.009 Bid5:26:20 PM Ask5:26:20 PM Underlying Strike price Expiration date Option type
0.031EUR -22.50% 0.031
Bid Size: 90,000		 0.050
Ask Size: 90,000		 Glencore PLC ORD USD... 5.50 GBP 2024-09-20 Call
 

Master data

WKN: SU13ZF
Issuer: Société Générale
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 5.50 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: 91.51
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -1.11
Time value: 0.06
Break-even: 6.56
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 1.19
Spread abs.: 0.02
Spread %: 47.50%
Delta: 0.15
Theta: 0.00
Omega: 13.31
Rho: 0.00
 

Quote data

Open: 0.038
High: 0.038
Low: 0.030
Previous Close: 0.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.19%
1 Month
  -85.24%
3 Months
  -51.56%
YTD
  -89.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.032
1M High / 1M Low: 0.210 0.032
6M High / 6M Low: 0.300 0.017
High (YTD): 2024-01-02 0.270
Low (YTD): 2024-02-29 0.017
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.72%
Volatility 6M:   261.59%
Volatility 1Y:   -
Volatility 3Y:   -