Soc. Generale Put 60 RIO 20.12.20.../  DE000SY0N5S2  /

Frankfurt Zert./SG
7/5/2024  9:45:01 PM Chg.+0.100 Bid7/5/2024 Ask7/5/2024 Underlying Strike price Expiration date Option type
1.060EUR +10.42% 1.060
Bid Size: 2,900
1.100
Ask Size: 2,900
Rio Tinto PLC ORD 10... 60.00 GBP 12/20/2024 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: 12/20/2024
Issue date: 5/22/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.44
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.77
Implied volatility: 0.34
Historic volatility: 0.23
Parity: 0.77
Time value: 0.21
Break-even: 61.01
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.03%
Delta: -0.62
Theta: -0.01
Omega: -4.02
Rho: -0.23
 

Quote data

Open: 0.950
High: 1.100
Low: 0.950
Previous Close: 0.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.36%
1 Month  
+8.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.960
1M High / 1M Low: 1.160 0.960
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.062
Avg. volume 1W:   0.000
Avg. price 1M:   1.090
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -