Soc. Generale Put 45 RIO 20.12.2024
/ DE000SW7HT79
Soc. Generale Put 45 RIO 20.12.20.../ DE000SW7HT79 /
2024-09-03 9:43:03 PM |
Chg.+0.060 |
Bid2024-09-03 |
Ask2024-09-03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+33.33% |
0.240 Bid Size: 10,000 |
0.260 Ask Size: 10,000 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-03-11 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
-0.29 |
Time value: |
0.20 |
Break-even: |
51.43 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
-0.32 |
Theta: |
-0.01 |
Omega: |
-8.92 |
Rho: |
-0.06 |
Quote data
Open: |
0.210 |
High: |
0.240 |
Low: |
0.210 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.32% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+14.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.170 |
1M High / 1M Low: |
0.240 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.190 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.200 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |