Soc. Generale Put 60 RIO 20.12.2024
/ DE000SY0N5S2
Soc. Generale Put 60 RIO 20.12.20.../ DE000SY0N5S2 /
| 2024-06-27 10:53:33 AM |
Chg.+0.050 |
Bid11:17:17 AM |
Ask11:17:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+4.63% |
1.120
Bid Size: 30,000 |
1.130
Ask Size: 30,000 |
Rio Tinto PLC ORD 10... |
60.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
SY0N5S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
0.87 |
| Time value: |
0.24 |
| Break-even: |
59.81 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-3.49 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.060 |
| High: |
1.130 |
| Low: |
1.060 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.61% |
| 1 Month |
|
|
+41.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
1.070 |
| 1M High / 1M Low: |
1.140 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
