Soc. Generale Put 50 RIO 21.03.2025
/ DE000SU79837
Soc. Generale Put 50 RIO 21.03.20.../ DE000SU79837 /
8/14/2024 10:11:42 AM |
Chg.+0.080 |
Bid9:03:01 AM |
Ask9:03:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+12.70% |
0.690 Bid Size: 50,000 |
0.700 Ask Size: 50,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
3/21/2025 |
Put |
Master data
WKN: |
SU7983 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 GBP |
Maturity: |
3/21/2025 |
Issue date: |
2/13/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.40 |
Historic volatility: |
0.22 |
Parity: |
0.04 |
Time value: |
0.62 |
Break-even: |
51.91 |
Moneyness: |
1.01 |
Premium: |
0.11 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
1.54% |
Delta: |
-0.42 |
Theta: |
-0.01 |
Omega: |
-3.69 |
Rho: |
-0.19 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.710 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.58% |
1 Month |
|
|
+31.48% |
3 Months |
|
|
+51.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.630 |
1M High / 1M Low: |
0.710 |
0.540 |
6M High / 6M Low: |
0.800 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.654 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.628 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.590 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.99% |
Volatility 6M: |
|
89.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |