Soc. Generale Put 60 RIO 20.12.2024
/ DE000SY0N5S2
Soc. Generale Put 60 RIO 20.12.20.../ DE000SY0N5S2 /
| 7/29/2024 4:41:41 PM |
Chg.+0.030 |
Bid5:30:04 PM |
Ask5:30:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
+2.33% |
1.320
Bid Size: 2,300 |
1.390
Ask Size: 2,300 |
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: |
-4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
1.13 |
| Time value: |
0.22 |
| Break-even: |
57.62 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-2.94 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.260 |
| High: |
1.340 |
| Low: |
1.260 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.04% |
| 1 Month |
|
|
+17.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.290 |
| 1M High / 1M Low: |
1.420 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
