Soc. Generale Call 50 RIO 20.06.2025
/ DE000SY64RJ8
Soc. Generale Call 50 RIO 20.06.2.../ DE000SY64RJ8 /
| 9/17/2024 11:04:46 AM |
Chg.+0.010 |
Bid12:06:23 PM |
Ask12:06:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+2.27% |
0.450
Bid Size: 60,000 |
0.460
Ask Size: 60,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
6/20/2025 |
Call |
Master data
| WKN: |
SY64RJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.27 |
| Time value: |
0.43 |
| Break-even: |
63.66 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
6.62 |
| Rho: |
0.18 |
Quote data
| Open: |
0.430 |
| High: |
0.450 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.63% |
| 1 Month |
|
|
+2.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.320 |
| 1M High / 1M Low: |
0.490 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
