Soc. Generale Put 45 RIO 21.03.2025
/ DE000SW7HT95
Soc. Generale Put 45 RIO 21.03.20.../ DE000SW7HT95 /
| 9/3/2024 9:42:11 PM |
Chg.+0.080 |
Bid9:56:05 PM |
Ask9:56:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+23.53% |
0.410
Bid Size: 7,400 |
0.430
Ask Size: 7,400 |
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: |
-15.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-0.29 |
| Time value: |
0.36 |
| Break-even: |
49.83 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-5.30 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.370 |
| High: |
0.420 |
| Low: |
0.370 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
+13.51% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.320 |
| 1M High / 1M Low: |
0.410 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
