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

EUWAX
2024-06-11  8:56:14 AM Chg.-0.014 Bid9:53:24 AM Ask9:53:24 AM Underlying Strike price Expiration date Option type
0.096EUR -12.73% 0.120
Bid Size: 80,000		 0.130
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: -63.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.24
Parity: -1.00
Time value: 0.10
Break-even: 52.22
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 11.11%
Delta: -0.15
Theta: -0.01
Omega: -9.30
Rho: -0.03
 

Quote data

Open: 0.096
High: 0.096
Low: 0.096
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month
  -4.00%
3 Months
  -71.76%
YTD
  -49.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
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:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.11%
Volatility 6M:   130.04%
Volatility 1Y:   -
Volatility 3Y:   -