Soc. Generale Put 60 RIO 20.12.2024
/ DE000SY0N5S2
Soc. Generale Put 60 RIO 20.12.20.../ DE000SY0N5S2 /
| 12/07/2024 21:41:55 |
Chg.-0.020 |
Bid21:55:05 |
Ask21:55:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-1.83% |
1.080
Bid Size: 2,800 |
1.120
Ask Size: 2,800 |
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: |
-5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
0.88 |
| Time value: |
0.26 |
| Break-even: |
59.81 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-3.41 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.050 |
| High: |
1.120 |
| Low: |
1.050 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.94% |
| 1 Month |
|
|
-4.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
1.060 |
| 1M High / 1M Low: |
1.160 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
