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Soc. Generale Call 50 RIO 20.09.2.../  DE000SU130F9  /

EUWAX
2024-06-11  10:00:44 AM Chg.-0.080 Bid1:04:27 PM Ask1:04:27 PM Underlying Strike price Expiration date Option type
0.530EUR -13.11% 0.510
Bid Size: 40,000		 0.520
Ask Size: 40,000		 Rio Tinto PLC ORD 10... 50.00 GBP 2024-09-20 Call
 

Master data

WKN: SU130F
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 50.00 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.57
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.41
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.41
Time value: 0.25
Break-even: 65.73
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.71
Theta: -0.02
Omega: 6.83
Rho: 0.11
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.52%
1 Month
  -44.79%
3 Months  
+47.22%
YTD
  -56.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.610
1M High / 1M Low: 1.110 0.610
6M High / 6M Low: 1.230 0.360
High (YTD): 2024-01-02 1.230
Low (YTD): 2024-03-11 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.842
Avg. volume 1M:   0.000
Avg. price 6M:   0.763
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.49%
Volatility 6M:   151.05%
Volatility 1Y:   -
Volatility 3Y:   -