Soc. Generale Put 60 RIO 20.12.2024
/ DE000SY0N5S2
Soc. Generale Put 60 RIO 20.12.20.../ DE000SY0N5S2 /
| 04/09/2024 10:01:32 |
Chg.+0.070 |
Bid10:46:23 |
Ask10:46:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
+4.29% |
1.700
Bid Size: 30,000 |
1.710
Ask Size: 30,000 |
Rio Tinto PLC ORD 10... |
60.00 GBP |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
22/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
1.65 |
| Time value: |
0.06 |
| Break-even: |
54.15 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-2.58 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.620 |
| High: |
1.700 |
| Low: |
1.620 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.06% |
| 1 Month |
|
|
+25.93% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.390 |
| 1M High / 1M Low: |
1.630 |
1.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
