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

EUWAX
2024-06-21  9:51:29 AM Chg.-0.002 Bid2:03:47 PM Ask2:03:47 PM Underlying Strike price Expiration date Option type
0.035EUR -5.41% 0.033
Bid Size: 90,000		 0.052
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: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.89%
1 Month
  -83.33%
3 Months
  -48.53%
YTD
  -87.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.034
1M High / 1M Low: 0.210 0.034
6M High / 6M Low: 0.280 0.017
High (YTD): 2024-01-02 0.270
Low (YTD): 2024-02-28 0.017
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.70%
Volatility 6M:   263.71%
Volatility 1Y:   -
Volatility 3Y:   -