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

Frankfurt Zert./SG
7/5/2024  9:46:20 PM Chg.+0.015 Bid9:57:20 PM Ask9:57:20 PM Underlying Strike price Expiration date Option type
0.070EUR +27.27% 0.070
Bid Size: 10,000		 0.081
Ask Size: 10,000		 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: -76.17
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -0.93
Time value: 0.08
Break-even: 52.38
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 1.05
Spread abs.: 0.01
Spread %: 13.89%
Delta: -0.14
Theta: -0.01
Omega: -10.72
Rho: -0.02
 

Quote data

Open: 0.053
High: 0.076
Low: 0.053
Previous Close: 0.055
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -27.84%
3 Months
  -70.83%
YTD
  -63.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.055
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:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.57%
Volatility 6M:   135.38%
Volatility 1Y:   -
Volatility 3Y:   -