Soc. Generale Call 60 RIO 20.09.2024
/ DE000SU130G7
Soc. Generale Call 60 RIO 20.09.2.../ DE000SU130G7 /
| 5/17/2024 9:45:17 PM |
Chg.+0.070 |
Bid5/17/2024 |
Ask5/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+29.17% |
0.310
Bid Size: 9,700 |
0.330
Ask Size: 9,700 |
Rio Tinto PLC ORD 10... |
60.00 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
SU130G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-0.29 |
| Time value: |
0.33 |
| Break-even: |
73.41 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
9.27 |
| Rho: |
0.09 |
Quote data
| Open: |
0.230 |
| High: |
0.320 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.91% |
| 1 Month |
|
|
+47.62% |
| 3 Months |
|
|
+34.78% |
| YTD |
|
|
-44.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.200 |
| 1M High / 1M Low: |
0.310 |
0.180 |
| 6M High / 6M Low: |
0.570 |
0.100 |
| High (YTD): |
1/2/2024 |
0.570 |
| Low (YTD): |
3/5/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.59% |
| Volatility 6M: |
|
164.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
