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Soc. Generale Put 45 RIO 20.09.20.../  DE000SW13R57  /

Frankfurt Zert./SG
14/08/2024  10:13:39 Chg.+0.025 Bid21:04:03 Ask21:04:03 Underlying Strike price Expiration date Option type
0.100EUR +33.33% 0.082
Bid Size: 10,000		 0.095
Ask Size: 10,000		 Rio Tinto PLC ORD 10... 45.00 GBP 20/09/2024 Put
 

Master data

WKN: SW13R5
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Put
Strike price: 45.00 GBP
Maturity: 20/09/2024
Issue date: 10/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -64.61
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.22
Parity: -0.55
Time value: 0.09
Break-even: 51.76
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.80
Spread abs.: 0.01
Spread %: 12.50%
Delta: -0.20
Theta: -0.03
Omega: -12.81
Rho: -0.01
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.075
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+63.93%
3 Months     0.00%
YTD
  -47.37%
1 Year
  -83.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.075
1M High / 1M Low: 0.130 0.068
6M High / 6M Low: 0.320 0.055
High (YTD): 05/03/2024 0.320
Low (YTD): 04/07/2024 0.055
52W High: 16/08/2023 0.660
52W Low: 04/07/2024 0.055
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   0.253
Avg. volume 1Y:   0.000
Volatility 1M:   323.09%
Volatility 6M:   183.54%
Volatility 1Y:   145.67%
Volatility 3Y:   -