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Soc. Generale Put 45 RIO 20.09.20.../  DE000SW13R57  /

Frankfurt Zert./SG
2024-06-21  9:38:31 PM Chg.+0.010 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.100EUR +11.11% 0.099
Bid Size: 10,000		 0.110
Ask Size: 10,000		 Rio Tinto PLC ORD 10... 45.00 GBP 2024-09-20 Put
 

Master data

WKN: SW13R5
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Put
Strike price: 45.00 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: -56.51
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -0.89
Time value: 0.11
Break-even: 52.11
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 11.11%
Delta: -0.16
Theta: -0.01
Omega: -9.29
Rho: -0.03
 

Quote data

Open: 0.088
High: 0.100
Low: 0.088
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+25.00%
3 Months
  -58.33%
YTD
  -47.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.110 0.078
6M High / 6M Low: 0.320 0.073
High (YTD): 2024-03-05 0.320
Low (YTD): 2024-05-21 0.073
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.58%
Volatility 6M:   120.85%
Volatility 1Y:   -
Volatility 3Y:   -