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Soc. Generale Put 40 RIO 20.12.20.../  DE000SU130H5  /

EUWAX
6/11/2024  10:00:44 AM Chg.+0.010 Bid11:08:55 AM Ask11:08:55 AM Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.120
Bid Size: 80,000		 0.130
Ask Size: 80,000		 Rio Tinto PLC ORD 10... 40.00 GBP 12/20/2024 Put
 

Master data

WKN: SU130H
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Put
Strike price: 40.00 GBP
Maturity: 12/20/2024
Issue date: 11/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -57.44
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -1.59
Time value: 0.11
Break-even: 46.20
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 13.40%
Delta: -0.11
Theta: -0.01
Omega: -6.36
Rho: -0.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.40%
3 Months
  -54.17%
YTD
  -26.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.098
1M High / 1M Low: 0.110 0.079
6M High / 6M Low: 0.240 0.079
High (YTD): 3/11/2024 0.240
Low (YTD): 5/22/2024 0.079
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.40%
Volatility 6M:   129.43%
Volatility 1Y:   -
Volatility 3Y:   -