Soc. Generale Call 55 RIO 20.12.2024
/ DE000SW7HT61
Soc. Generale Call 55 RIO 20.12.2.../ DE000SW7HT61 /
2024-09-24 10:14:54 AM |
Chg.+0.067 |
Bid1:43:11 PM |
Ask1:43:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+106.35% |
0.130 Bid Size: 90,000 |
0.140 Ask Size: 90,000 |
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: |
72.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
-0.81 |
Time value: |
0.08 |
Break-even: |
66.87 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.01 |
Spread %: |
14.29% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
14.35 |
Rho: |
0.03 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.063 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+58.54% |
1 Month |
|
|
+32.65% |
3 Months |
|
|
-60.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.063 |
1M High / 1M Low: |
0.110 |
0.049 |
6M High / 6M Low: |
0.820 |
0.049 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.346 |
Avg. volume 6M: |
|
15.625 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
290.31% |
Volatility 6M: |
|
196.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |