Soc. Generale Call 45 RIO 21.06.2024
/ DE000SW2BEG4
Soc. Generale Call 45 RIO 21.06.2.../ DE000SW2BEG4 /
| 6/11/2024 8:32:42 AM |
Chg.+0.090 |
Bid3:11:49 PM |
Ask3:11:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+10.23% |
0.880
Bid Size: 25,000 |
0.890
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.24 |
| Parity: |
1.00 |
| Time value: |
0.06 |
| Break-even: |
63.82 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.89 |
| Theta: |
-0.10 |
| Omega: |
5.28 |
| Rho: |
0.01 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.90% |
| 1 Month |
|
|
-29.20% |
| 3 Months |
|
|
+61.67% |
| YTD |
|
|
-40.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.880 |
| 1M High / 1M Low: |
1.560 |
0.880 |
| 6M High / 6M Low: |
1.680 |
0.600 |
| High (YTD): |
1/2/2024 |
1.680 |
| Low (YTD): |
3/11/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.091 |
| Avg. volume 6M: |
|
259.520 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.79% |
| Volatility 6M: |
|
138.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
