Soc. Generale Call 50 RIO 20.12.2024
/ DE000SU79803
Soc. Generale Call 50 RIO 20.12.2.../ DE000SU79803 /
2024-05-17 2:32:30 PM |
Chg.+0.110 |
Bid3:30:08 PM |
Ask3:30:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
+10.58% |
1.170 Bid Size: 35,000 |
1.180 Ask Size: 35,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
2024-12-20 |
Call |
Master data
WKN: |
SU7980 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-13 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
0.75 |
Time value: |
0.31 |
Break-even: |
68.89 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.95% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
4.88 |
Rho: |
0.24 |
Quote data
Open: |
1.030 |
High: |
1.150 |
Low: |
1.030 |
Previous Close: |
1.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.00% |
1 Month |
|
|
+27.78% |
3 Months |
|
|
+33.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.930 |
1M High / 1M Low: |
1.040 |
0.820 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.980 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.934 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |