Soc. Generale Put 60 RIO 21.03.2025
/ DE000SY0N5T0
Soc. Generale Put 60 RIO 21.03.20.../ DE000SY0N5T0 /
| 7/5/2024 8:44:26 AM |
Chg.-0.05 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
0.85 |
| Time value: |
0.39 |
| Break-even: |
58.54 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-2.80 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.39% |
| 1 Month |
|
|
-6.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.10 |
| 1M High / 1M Low: |
1.34 |
1.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
