Soc. Generale Put 45 RIO 20.09.2024
/ DE000SW13R57
Soc. Generale Put 45 RIO 20.09.20.../ DE000SW13R57 /
| 7/15/2024 4:51:20 PM |
Chg.+0.011 |
Bid5:32:55 PM |
Ask5:32:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
+18.03% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
45.00 GBP |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-79.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
-0.85 |
| Time value: |
0.08 |
| Break-even: |
52.69 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.01 |
| Spread %: |
16.42% |
| Delta: |
-0.15 |
| Theta: |
-0.02 |
| Omega: |
-11.53 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.071 |
| High: |
0.072 |
| Low: |
0.065 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-34.55% |
| 3 Months |
|
|
-62.11% |
| YTD |
|
|
-62.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.061 |
| 1M High / 1M Low: |
0.110 |
0.055 |
| 6M High / 6M Low: |
0.320 |
0.055 |
| High (YTD): |
3/5/2024 |
0.320 |
| Low (YTD): |
7/4/2024 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.175 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.57% |
| Volatility 6M: |
|
137.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
