Soc. Generale Put 4 GLEN 20.09.2024
/ DE000SW2Z6N9
Soc. Generale Put 4 GLEN 20.09.20.../ DE000SW2Z6N9 /
2024-06-21 3:20:47 PM |
Chg.+0.009 |
Bid4:18:51 PM |
Ask4:18:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.085EUR |
+11.84% |
0.090 Bid Size: 90,000 |
0.110 Ask Size: 90,000 |
Glencore PLC ORD USD... |
4.00 GBP |
2024-09-20 |
Put |
Master data
WKN: |
SW2Z6N |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-01 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-56.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.28 |
Parity: |
-0.67 |
Time value: |
0.10 |
Break-even: |
4.64 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.02 |
Spread %: |
25.00% |
Delta: |
-0.18 |
Theta: |
0.00 |
Omega: |
-10.13 |
Rho: |
0.00 |
Quote data
Open: |
0.077 |
High: |
0.086 |
Low: |
0.077 |
Previous Close: |
0.076 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.73% |
1 Month |
|
|
+21.43% |
3 Months |
|
|
-71.67% |
YTD |
|
|
-71.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.076 |
1M High / 1M Low: |
0.120 |
0.070 |
6M High / 6M Low: |
0.630 |
0.068 |
High (YTD): |
2024-02-26 |
0.630 |
Low (YTD): |
2024-05-20 |
0.068 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.100 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.088 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.292 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
265.62% |
Volatility 6M: |
|
158.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |