Soc. Generale Call 45 RIO 21.06.2024
/ DE000SW2BEG4
Soc. Generale Call 45 RIO 21.06.2.../ DE000SW2BEG4 /
| 2024-05-20 7:10:30 PM |
Chg.-0.020 |
Bid2024-05-20 |
Ask2024-05-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-1.36% |
-
Bid Size: - |
-
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: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.25 |
| Parity: |
1.46 |
| Time value: |
0.07 |
| Break-even: |
67.89 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
4.03 |
| Rho: |
0.04 |
Quote data
| Open: |
1.530 |
| High: |
1.560 |
| Low: |
1.450 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.83% |
| 1 Month |
|
|
+31.82% |
| 3 Months |
|
|
+64.77% |
| YTD |
|
|
-12.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.170 |
| 1M High / 1M Low: |
1.470 |
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: |
|
1.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.093 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.10% |
| Volatility 6M: |
|
112.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
