Soc. Generale Call 45 RIO 21.03.2025
/ DE000SY7YL15
Soc. Generale Call 45 RIO 21.03.2.../ DE000SY7YL15 /
| 08/10/2024 09:50:18 |
Chg.-0.210 |
Bid08/10/2024 |
Ask08/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-18.75% |
0.910
Bid Size: 35,000 |
0.920
Ask Size: 35,000 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
SY7YL1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
28/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.92 |
| Time value: |
0.25 |
| Break-even: |
65.35 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
4.33 |
| Rho: |
0.18 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.910 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
+82.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.120 |
| 1M High / 1M Low: |
1.220 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
