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Soc. Generale Call 45 RIO 21.06.2.../  DE000SW2BEG4  /

Frankfurt Zert./SG
2024-05-17  2:28:20 PM Chg.+0.160 Bid3:03:34 PM Ask3:03:34 PM Underlying Strike price Expiration date Option type
1.470EUR +12.21% 1.490
Bid Size: 25,000		 1.500
Ask Size: 25,000		 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: 4.83
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.33
Implied volatility: 0.42
Historic volatility: 0.25
Parity: 1.33
Time value: 0.03
Break-even: 66.06
Moneyness: 1.25
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.97
Theta: -0.01
Omega: 4.67
Rho: 0.05
 

Quote data

Open: 1.290
High: 1.470
Low: 1.290
Previous Close: 1.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.55%
1 Month  
+27.83%
3 Months  
+31.25%
YTD
  -10.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 1.170
1M High / 1M Low: 1.310 1.010
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:   1.226
Avg. volume 1W:   0.000
Avg. price 1M:   1.162
Avg. volume 1M:   0.000
Avg. price 6M:   1.091
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.66%
Volatility 6M:   111.07%
Volatility 1Y:   -
Volatility 3Y:   -