Soc. Generale Put 60 RIO 21.03.2025
/ DE000SY0N5T0
Soc. Generale Put 60 RIO 21.03.20.../ DE000SY0N5T0 /
9/4/2024 12:16:36 PM |
Chg.+0.020 |
Bid12:40:29 PM |
Ask12:40:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.770EUR |
+1.14% |
1.770 Bid Size: 35,000 |
1.780 Ask Size: 35,000 |
Rio Tinto PLC ORD 10... |
60.00 GBP |
3/21/2025 |
Put |
Master data
WKN: |
SY0N5T |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 GBP |
Maturity: |
3/21/2025 |
Issue date: |
5/22/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.65 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.45 |
Historic volatility: |
0.23 |
Parity: |
1.65 |
Time value: |
0.14 |
Break-even: |
53.35 |
Moneyness: |
1.30 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.56% |
Delta: |
-0.71 |
Theta: |
-0.01 |
Omega: |
-2.18 |
Rho: |
-0.31 |
Quote data
Open: |
1.720 |
High: |
1.790 |
Low: |
1.720 |
Previous Close: |
1.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.46% |
1 Month |
|
|
+18.00% |
3 Months |
|
|
+51.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.750 |
1.520 |
1M High / 1M Low: |
1.750 |
1.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.535 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |