Soc. Generale Put 45 RIO 20.09.2024
/ DE000SW13R57
Soc. Generale Put 45 RIO 20.09.20.../ DE000SW13R57 /
| 2024-06-14 8:56:46 AM |
Chg.- |
Bid9:06:51 AM |
Ask9:06:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
- |
0.130
Bid Size: 80,000 |
0.140
Ask Size: 80,000 |
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: |
-56.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-0.87 |
| Time value: |
0.11 |
| Break-even: |
52.24 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-9.38 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
+19.05% |
| 3 Months |
|
|
-67.74% |
| YTD |
|
|
-47.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.096 |
| 1M High / 1M Low: |
0.110 |
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: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.94% |
| Volatility 6M: |
|
132.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
