Soc. Generale Put 45 RIO 21.03.2025
/ DE000SW7HT95
Soc. Generale Put 45 RIO 21.03.20.../ DE000SW7HT95 /
2024-06-14 3:39:36 PM |
Chg.+0.010 |
Bid3:58:44 PM |
Ask3:58:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+3.03% |
0.330 Bid Size: 80,000 |
0.340 Ask Size: 80,000 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
2025-03-21 |
Put |
Master data
WKN: |
SW7HT9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 GBP |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-11 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
-0.90 |
Time value: |
0.33 |
Break-even: |
50.19 |
Moneyness: |
0.86 |
Premium: |
0.20 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
3.13% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-4.43 |
Rho: |
-0.14 |
Quote data
Open: |
0.310 |
High: |
0.340 |
Low: |
0.310 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.68% |
1 Month |
|
|
+17.24% |
3 Months |
|
|
-33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.300 |
1M High / 1M Low: |
0.340 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.320 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.288 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |