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

Frankfurt Zert./SG
16/08/2024  11:40:36 Chg.-0.003 Bid21:59:53 Ask21:59:53 Underlying Strike price Expiration date Option type
0.077EUR -3.75% 0.073
Bid Size: 10,000		 0.085
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: -64.25
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.21
Parity: -0.32
Time value: 0.09
Break-even: 51.85
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.07
Spread abs.: 0.01
Spread %: 12.99%
Delta: -0.25
Theta: -0.02
Omega: -16.06
Rho: -0.01
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.41%
1 Month
  -22.22%
3 Months
  -11.49%
YTD
  -59.47%
1 Year
  -88.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 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:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.249
Avg. volume 1Y:   0.000
Volatility 1M:   318.60%
Volatility 6M:   190.82%
Volatility 1Y:   150.48%
Volatility 3Y:   -