Soc. Generale Put 45 RIO 21.03.2025
/ DE000SW7HT95
Soc. Generale Put 45 RIO 21.03.20.../ DE000SW7HT95 /
2024-09-24 12:11:43 PM |
Chg.-0.070 |
Bid12:32:32 PM |
Ask12:32:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-23.33% |
0.220 Bid Size: 90,000 |
0.230 Ask Size: 90,000 |
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: |
-17.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
-0.40 |
Time value: |
0.33 |
Break-even: |
50.76 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
3.13% |
Delta: |
-0.32 |
Theta: |
-0.01 |
Omega: |
-5.55 |
Rho: |
-0.11 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-30.30% |
1 Month |
|
|
-32.35% |
3 Months |
|
|
-25.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.270 |
1M High / 1M Low: |
0.440 |
0.270 |
6M High / 6M Low: |
0.490 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.310 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.357 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.338 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.96% |
Volatility 6M: |
|
103.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |