Soc. Generale Call 55 RIO 20.12.2024
/ DE000SW7HT61
Soc. Generale Call 55 RIO 20.12.2.../ DE000SW7HT61 /
| 2024-06-10 9:45:10 AM |
Chg.+0.020 |
Bid10:13:25 AM |
Ask10:13:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+4.76% |
0.440
Bid Size: 50,000 |
0.450
Ask Size: 50,000 |
Rio Tinto PLC ORD 10... |
55.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SW7HT6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.18 |
| Time value: |
0.44 |
| Break-even: |
69.17 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
7.40 |
| Rho: |
0.15 |
Quote data
| Open: |
0.400 |
| High: |
0.440 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
-32.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.420 |
| 1M High / 1M Low: |
0.800 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
