Soc. Generale Put 40 RIO 20.12.2024
/ DE000SU130H5
Soc. Generale Put 40 RIO 20.12.20.../ DE000SU130H5 /
| 06/06/2024 09:59:37 |
Chg.-0.010 |
Bid15:34:12 |
Ask15:34:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
0.100
Bid Size: 80,000 |
0.110
Ask Size: 80,000 |
Rio Tinto PLC ORD 10... |
40.00 GBP |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-52.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-1.58 |
| Time value: |
0.12 |
| Break-even: |
45.86 |
| Moneyness: |
0.75 |
| Premium: |
0.27 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-6.08 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-54.55% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.098 |
| 1M High / 1M Low: |
0.120 |
0.079 |
| 6M High / 6M Low: |
0.240 |
0.079 |
| High (YTD): |
11/03/2024 |
0.240 |
| Low (YTD): |
22/05/2024 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.80% |
| Volatility 6M: |
|
129.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
