Soc. Generale Put 45 RIO 21.03.2025
/ DE000SW7HT95
Soc. Generale Put 45 RIO 21.03.20.../ DE000SW7HT95 /
8/14/2024 10:13:03 AM |
Chg.+0.050 |
Bid6:15:41 PM |
Ask6:15:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+13.89% |
0.380 Bid Size: 7,900 |
0.400 Ask Size: 7,900 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
3/21/2025 |
Put |
Master data
WKN: |
SW7HT9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 GBP |
Maturity: |
3/21/2025 |
Issue date: |
3/11/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.22 |
Parity: |
-0.55 |
Time value: |
0.38 |
Break-even: |
48.86 |
Moneyness: |
0.91 |
Premium: |
0.16 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
-0.29 |
Theta: |
-0.01 |
Omega: |
-4.45 |
Rho: |
-0.12 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.13% |
1 Month |
|
|
+46.43% |
3 Months |
|
|
+41.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.360 |
1M High / 1M Low: |
0.390 |
0.310 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.372 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.356 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |