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

Frankfurt Zert./SG
06/06/2024  09:35:42 Chg.+0.090 Bid09:42:35 Ask09:42:35 Underlying Strike price Expiration date Option type
1.010EUR +9.78% 1.000
Bid Size: 25,000		 1.010
Ask Size: 25,000		 Rio Tinto PLC ORD 10... 45.00 GBP 21/06/2024 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: 21/06/2024
Issue date: 16/08/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.97
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.99
Implied volatility: 0.72
Historic volatility: 0.24
Parity: 0.99
Time value: 0.06
Break-even: 63.32
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.89
Theta: -0.06
Omega: 5.31
Rho: 0.02
 

Quote data

Open: 0.930
High: 1.010
Low: 0.930
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.34%
1 Month
  -17.89%
3 Months  
+53.03%
YTD
  -38.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.920
1M High / 1M Low: 1.490 0.920
6M High / 6M Low: 1.670 0.600
High (YTD): 02/01/2024 1.670
Low (YTD): 14/03/2024 0.600
52W High: - -
52W Low: - -
Avg. price 1W:   1.028
Avg. volume 1W:   0.000
Avg. price 1M:   1.232
Avg. volume 1M:   0.000
Avg. price 6M:   1.087
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.85%
Volatility 6M:   112.18%
Volatility 1Y:   -
Volatility 3Y:   -