Soc. Generale Call 45 RIO 21.06.2024
/ DE000SW2BEG4
Soc. Generale Call 45 RIO 21.06.2.../ DE000SW2BEG4 /
| 2024-06-13 4:48:30 PM |
Chg.+0.040 |
Bid5:21:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+4.88% |
0.870
Bid Size: 25,000 |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
45.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BEG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.24 |
| Parity: |
0.90 |
| Time value: |
0.06 |
| Break-even: |
62.88 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.08 |
| Spread %: |
9.09% |
| Delta: |
0.88 |
| Theta: |
-0.11 |
| Omega: |
5.73 |
| Rho: |
0.01 |
Quote data
| Open: |
0.800 |
| High: |
0.880 |
| Low: |
0.800 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.00% |
| 1 Month |
|
|
-28.93% |
| 3 Months |
|
|
+26.47% |
| YTD |
|
|
-47.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.820 |
| 1M High / 1M Low: |
1.490 |
0.820 |
| 6M High / 6M Low: |
1.670 |
0.600 |
| High (YTD): |
2024-01-02 |
1.670 |
| Low (YTD): |
2024-03-14 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.56% |
| Volatility 6M: |
|
114.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
