Soc. Generale Put 45 RIO 20.09.2024
/ DE000SW13R57
Soc. Generale Put 45 RIO 20.09.20.../ DE000SW13R57 /
| 2024-05-27 8:53:41 AM |
Chg.-0.001 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
-1.25% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-72.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
-1.36 |
| Time value: |
0.09 |
| Break-even: |
51.92 |
| Moneyness: |
0.80 |
| Premium: |
0.22 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
12.20% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-8.36 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.86% |
| 1 Month |
|
|
-43.57% |
| 3 Months |
|
|
-71.79% |
| YTD |
|
|
-58.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.069 |
| 1M High / 1M Low: |
0.140 |
0.069 |
| 6M High / 6M Low: |
0.340 |
0.069 |
| High (YTD): |
2024-03-11 |
0.340 |
| Low (YTD): |
2024-05-22 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.94% |
| Volatility 6M: |
|
123.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
