Soc. Generale Put 45 RIO 20.12.2024
/ DE000SW7HT79
Soc. Generale Put 45 RIO 20.12.20.../ DE000SW7HT79 /
| 11/8/2024 9:38:25 PM |
Chg.+0.019 |
Bid9:52:59 PM |
Ask9:52:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
+95.00% |
0.038
Bid Size: 10,000 |
0.068
Ask Size: 10,000 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
12/20/2024 |
Put |
Master data
| WKN: |
SW7HT7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
3/11/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-103.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-0.59 |
| Time value: |
0.06 |
| Break-even: |
53.66 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.01 |
| Spread %: |
20.83% |
| Delta: |
-0.16 |
| Theta: |
-0.02 |
| Omega: |
-16.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.016 |
| High: |
0.047 |
| Low: |
0.016 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.09% |
| 1 Month |
|
|
-54.65% |
| 3 Months |
|
|
-82.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.020 |
| 1M High / 1M Low: |
0.097 |
0.020 |
| 6M High / 6M Low: |
0.270 |
0.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
406.48% |
| Volatility 6M: |
|
213.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
