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Soc. Generale Put 40 RIO 20.09.20.../  DE000SW13R40  /

EUWAX
2024-06-17  10:18:24 AM Chg.+0.012 Bid11:29:13 AM Ask11:29:13 AM Underlying Strike price Expiration date Option type
0.047EUR +34.29% 0.047
Bid Size: 80,000		 0.057
Ask Size: 80,000		 Rio Tinto PLC ORD 10... 40.00 GBP 2024-09-20 Put
 

Master data

WKN: SW13R4
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Put
Strike price: 40.00 GBP
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -127.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -1.48
Time value: 0.05
Break-even: 46.92
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 25.64%
Delta: -0.08
Theta: -0.01
Omega: -9.63
Rho: -0.01
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.035
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.50%
1 Month  
+27.03%
3 Months
  -68.67%
YTD
  -57.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.035
1M High / 1M Low: 0.042 0.030
6M High / 6M Low: 0.170 0.030
High (YTD): 2024-03-11 0.170
Low (YTD): 2024-05-22 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.25%
Volatility 6M:   124.85%
Volatility 1Y:   -
Volatility 3Y:   -