Soc. Generale Put 40 RIO 19.09.2025
/ DE000SY64RN0
Soc. Generale Put 40 RIO 19.09.20.../ DE000SY64RN0 /
| 14/08/2024 21:51:46 |
Chg.- |
Bid14/08/2024 |
Ask14/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
- |
0.340
Bid Size: 8,900 |
0.350
Ask Size: 8,900 |
Rio Tinto PLC ORD 10... |
40.00 GBP |
19/09/2025 |
Put |
Master data
| WKN: |
SY64RN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 GBP |
| Maturity: |
19/09/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-1.13 |
| Time value: |
0.34 |
| Break-even: |
43.41 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-3.49 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.340 |
| Previous Close: |
- |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
