Soc. Generale Put 50 RIO 20.09.2024
/ DE000SW13R65
Soc. Generale Put 50 RIO 20.09.20.../ DE000SW13R65 /
| 8/5/2024 9:51:59 PM |
Chg.+0.050 |
Bid9:55:24 PM |
Ask9:55:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+16.13% |
0.350
Bid Size: 8,600 |
0.380
Ask Size: 8,600 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
9/20/2024 |
Put |
Master data
| WKN: |
SW13R6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
8/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
0.08 |
| Time value: |
0.25 |
| Break-even: |
55.38 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
-0.50 |
| Theta: |
-0.03 |
| Omega: |
-8.81 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.360 |
| High: |
0.420 |
| Low: |
0.330 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+44.00% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.250 |
| 1M High / 1M Low: |
0.360 |
0.190 |
| 6M High / 6M Low: |
0.590 |
0.150 |
| High (YTD): |
3/5/2024 |
0.590 |
| Low (YTD): |
5/21/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.35% |
| Volatility 6M: |
|
158.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
