Soc. Generale Put 60 RIO 21.03.2025
/ DE000SY0N5T0
Soc. Generale Put 60 RIO 21.03.20.../ DE000SY0N5T0 /
| 26/07/2024 08:43:19 |
Chg.-0.11 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-7.10% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
60.00 GBP |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
22/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
1.11 |
| Time value: |
0.36 |
| Break-even: |
56.42 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-2.41 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.10% |
| 1 Month |
|
|
+13.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.44 |
| 1M High / 1M Low: |
1.60 |
1.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
