Soc. Generale Put 40 RIO 20.12.2024
/ DE000SU130H5
Soc. Generale Put 40 RIO 20.12.20.../ DE000SU130H5 /
2024-07-05 9:54:36 AM |
Chg.+0.002 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.078EUR |
+2.63% |
- Bid Size: - |
- Ask Size: - |
Rio Tinto PLC ORD 10... |
40.00 GBP |
2024-12-20 |
Put |
Master data
WKN: |
SU130H |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-67.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.23 |
Parity: |
-1.52 |
Time value: |
0.09 |
Break-even: |
46.36 |
Moneyness: |
0.76 |
Premium: |
0.26 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.01 |
Spread %: |
12.05% |
Delta: |
-0.11 |
Theta: |
-0.01 |
Omega: |
-7.08 |
Rho: |
-0.03 |
Quote data
Open: |
0.078 |
High: |
0.078 |
Low: |
0.078 |
Previous Close: |
0.076 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.34% |
1 Month |
|
|
-20.41% |
3 Months |
|
|
-54.12% |
YTD |
|
|
-48.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.076 |
1M High / 1M Low: |
0.120 |
0.076 |
6M High / 6M Low: |
0.240 |
0.076 |
High (YTD): |
2024-03-11 |
0.240 |
Low (YTD): |
2024-07-04 |
0.076 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.082 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.096 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.149 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.85% |
Volatility 6M: |
|
132.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |