Soc. Generale Put 50 RIO 21.03.20.../  DE000SU79837  /

EUWAX
7/26/2024  8:14:51 AM Chg.- Bid7:57:03 AM Ask7:57:03 AM Underlying Strike price Expiration date Option type
0.600EUR - 0.580
Bid Size: 5,200
0.610
Ask Size: 5,200
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: -9.68
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -0.07
Time value: 0.62
Break-even: 53.07
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.64%
Delta: -0.39
Theta: -0.01
Omega: -3.81
Rho: -0.19
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+13.21%
3 Months  
+17.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.600
1M High / 1M Low: 0.700 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -