Soc. Generale Call 50 RIO 20.12.2024
/ DE000SU79803
Soc. Generale Call 50 RIO 20.12.2.../ DE000SU79803 /
| 2024-05-31 9:42:54 PM |
Chg.+0.030 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+3.49% |
0.900
Bid Size: 3,400 |
0.940
Ask Size: 3,400 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU7980 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.51 |
| Time value: |
0.38 |
| Break-even: |
67.67 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
5.22 |
| Rho: |
0.21 |
Quote data
| Open: |
0.910 |
| High: |
0.920 |
| Low: |
0.870 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.42% |
| 1 Month |
|
|
-3.26% |
| 3 Months |
|
|
+56.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.860 |
| 1M High / 1M Low: |
1.190 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
