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Soc. Generale Put 50 RIO 20.09.20.../  DE000SW13R65  /

Frankfurt Zert./SG
5/27/2024  8:15:16 PM Chg.0.000 Bid5/27/2024 Ask5/27/2024 Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.170
Bid Size: 10,000		 0.180
Ask Size: 10,000		 Rio Tinto PLC ORD 10... 50.00 GBP 9/20/2024 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: 9/20/2024
Issue date: 8/10/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.92
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -0.77
Time value: 0.18
Break-even: 56.91
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.22
Theta: -0.01
Omega: -7.99
Rho: -0.05
 

Quote data

Open: 0.180
High: 0.180
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -37.04%
3 Months
  -67.31%
YTD
  -48.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.280 0.150
6M High / 6M Low: 0.590 0.150
High (YTD): 3/5/2024 0.590
Low (YTD): 5/21/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.02%
Volatility 6M:   111.81%
Volatility 1Y:   -
Volatility 3Y:   -