OverviewChartNewsTraderScreen

Soc. Generale Put 50 RIO 20.09.20.../  DE000SW13R65  /

EUWAX
03/09/2024  09:53:43 Chg.+0.120 Bid19:59:40 Ask19:59:40 Underlying Strike price Expiration date Option type
0.410EUR +41.38% 0.450
Bid Size: 6,700		 0.530
Ask Size: 6,700		 Rio Tinto PLC ORD 10... 50.00 GBP 20/09/2024 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: 20/09/2024
Issue date: 10/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.22
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.31
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 0.31
Time value: 0.06
Break-even: 55.67
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.78%
Delta: -0.72
Theta: -0.04
Omega: -11.02
Rho: -0.02
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+78.26%
1 Month  
+36.67%
3 Months  
+95.24%
YTD  
+24.24%
1 Year
  -42.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.230
1M High / 1M Low: 0.410 0.230
6M High / 6M Low: 0.630 0.140
High (YTD): 11/03/2024 0.630
Low (YTD): 22/05/2024 0.140
52W High: 08/09/2023 0.800
52W Low: 22/05/2024 0.140
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   0.411
Avg. volume 1Y:   0.000
Volatility 1M:   296.59%
Volatility 6M:   209.22%
Volatility 1Y:   162.03%
Volatility 3Y:   -