Soc. Generale Put 50 RIO 20.12.2024
/ DE000SU130J1
Soc. Generale Put 50 RIO 20.12.20.../ DE000SU130J1 /
9/6/2024 9:45:19 AM |
Chg.0.000 |
Bid12:07:13 PM |
Ask12:07:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
0.00% |
0.630 Bid Size: 40,000 |
0.640 Ask Size: 40,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
12/20/2024 |
Put |
Master data
WKN: |
SU130J |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 GBP |
Maturity: |
12/20/2024 |
Issue date: |
11/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
0.48 |
Time value: |
0.12 |
Break-even: |
53.32 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.69% |
Delta: |
-0.65 |
Theta: |
-0.01 |
Omega: |
-5.93 |
Rho: |
-0.12 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+52.50% |
1 Month |
|
|
+19.61% |
3 Months |
|
|
+64.86% |
YTD |
|
|
+48.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.400 |
1M High / 1M Low: |
0.610 |
0.390 |
6M High / 6M Low: |
0.730 |
0.260 |
High (YTD): |
3/11/2024 |
0.730 |
Low (YTD): |
5/22/2024 |
0.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.520 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.470 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.431 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.21% |
Volatility 6M: |
|
136.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |