Soc. Generale Put 50 RIO 20.09.2024
/ DE000SW13R65
Soc. Generale Put 50 RIO 20.09.20.../ DE000SW13R65 /
| 19/06/2024 08:54:30 |
Chg.- |
Bid07:50:01 |
Ask07:50:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
- |
0.240
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
SW13R6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
10/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.29 |
| Time value: |
0.28 |
| Break-even: |
56.37 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-7.58 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+73.33% |
| 3 Months |
|
|
-48.00% |
| YTD |
|
|
-21.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.310 |
0.140 |
| 6M High / 6M Low: |
0.630 |
0.140 |
| High (YTD): |
11/03/2024 |
0.630 |
| Low (YTD): |
22/05/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.69% |
| Volatility 6M: |
|
125.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
