Soc. Generale Put 5 GLEN 20.09.2024
/ DE000SW8WM84
Soc. Generale Put 5 GLEN 20.09.20.../ DE000SW8WM84 /
| 2024-06-14 9:44:10 PM |
Chg.+0.040 |
Bid2024-06-14 |
Ask2024-06-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+6.78% |
0.630
Bid Size: 4,800 |
0.670
Ask Size: 4,800 |
Glencore PLC ORD USD... |
5.00 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
SW8WM8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.43 |
| Time value: |
0.22 |
| Break-even: |
5.28 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
-0.60 |
| Theta: |
0.00 |
| Omega: |
-5.04 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.560 |
| High: |
0.680 |
| Low: |
0.560 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+43.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.480 |
| 1M High / 1M Low: |
0.630 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
