Soc. Generale Put 60 RIO 20.06.2025
/ DE000SY0N5U8
Soc. Generale Put 60 RIO 20.06.20.../ DE000SY0N5U8 /
| 2024-09-24 12:01:56 PM |
Chg.-0.220 |
Bid12:49:05 PM |
Ask12:49:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-14.19% |
1.330
Bid Size: 40,000 |
1.340
Ask Size: 40,000 |
Rio Tinto PLC ORD 10... |
60.00 GBP |
2025-06-20 |
Put |
Master data
| WKN: |
SY0N5U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
1.41 |
| Time value: |
0.20 |
| Break-even: |
55.98 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-2.36 |
| Rho: |
-0.40 |
Quote data
| Open: |
1.340 |
| High: |
1.340 |
| Low: |
1.330 |
| Previous Close: |
1.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.88% |
| 1 Month |
|
|
-15.82% |
| 3 Months |
|
|
+1.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.450 |
| 1M High / 1M Low: |
1.820 |
1.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
