Soc. Generale Call 55 RIO 21.06.2024
/ DE000SW13R16
Soc. Generale Call 55 RIO 21.06.2.../ DE000SW13R16 /
| 5/15/2024 8:54:51 AM |
Chg.0.000 |
Bid2:47:29 PM |
Ask2:47:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
0.300
Bid Size: 45,000 |
0.310
Ask Size: 45,000 |
Rio Tinto PLC ORD 10... |
55.00 GBP |
6/21/2024 |
Call |
Master data
| WKN: |
SW13R1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 GBP |
| Maturity: |
6/21/2024 |
| Issue date: |
8/10/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.04 |
| Time value: |
0.25 |
| Break-even: |
66.91 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
12.51 |
| Rho: |
0.03 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
-6.90% |
| 3 Months |
|
|
+12.50% |
| YTD |
|
|
-63.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.270 |
| 1M High / 1M Low: |
0.320 |
0.230 |
| 6M High / 6M Low: |
0.740 |
0.097 |
| High (YTD): |
1/2/2024 |
0.740 |
| Low (YTD): |
3/11/2024 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
35.484 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.17% |
| Volatility 6M: |
|
212.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
