Soc. Generale Call 50 RIO 20.09.2024
/ DE000SU130F9
Soc. Generale Call 50 RIO 20.09.2.../ DE000SU130F9 /
2024-06-07 5:34:35 PM |
Chg.-0.040 |
Bid6:07:14 PM |
Ask6:07:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-6.25% |
0.600 Bid Size: 5,000 |
0.640 Ask Size: 5,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
2024-09-20 |
Call |
Master data
WKN: |
SU130F |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.25 |
Historic volatility: |
0.24 |
Parity: |
0.49 |
Time value: |
0.18 |
Break-even: |
65.43 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
7.34 |
Rho: |
0.12 |
Quote data
Open: |
0.650 |
High: |
0.670 |
Low: |
0.600 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
+20.00% |
YTD |
|
|
-51.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.580 |
1M High / 1M Low: |
1.080 |
0.580 |
6M High / 6M Low: |
1.240 |
0.390 |
High (YTD): |
2024-01-02 |
1.240 |
Low (YTD): |
2024-03-05 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.843 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.752 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.11% |
Volatility 6M: |
|
128.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |