Soc. Generale Put 60 RIO 21.03.2025
/ DE000SY0N5T0
Soc. Generale Put 60 RIO 21.03.20.../ DE000SY0N5T0 /
| 2024-06-21 9:51:41 PM |
Chg.+0.050 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+4.17% |
1.250
Bid Size: 2,400 |
1.290
Ask Size: 2,400 |
Rio Tinto PLC ORD 10... |
60.00 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SY0N5T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.88 |
| Time value: |
0.40 |
| Break-even: |
58.15 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-2.69 |
| Rho: |
-0.35 |
Quote data
| Open: |
1.200 |
| High: |
1.280 |
| Low: |
1.200 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.81% |
| 1 Month |
|
|
+30.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.200 |
| 1M High / 1M Low: |
1.260 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
