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Soc. Generale Call 70 RIO 20.09.2.../  DE000SU2GWN3  /

Frankfurt Zert./SG
2024-05-31  9:48:20 PM Chg.+0.004 Bid9:58:21 PM Ask9:58:21 PM Underlying Strike price Expiration date Option type
0.049EUR +8.89% 0.050
Bid Size: 10,000		 0.061
Ask Size: 10,000		 Rio Tinto PLC ORD 10... 70.00 GBP 2024-09-20 Call
 

Master data

WKN: SU2GWN
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 70.00 GBP
Maturity: 2024-09-20
Issue date: 2023-11-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 104.10
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -1.77
Time value: 0.06
Break-even: 82.84
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 1.27
Spread abs.: 0.01
Spread %: 19.23%
Delta: 0.12
Theta: -0.01
Omega: 12.21
Rho: 0.02
 

Quote data

Open: 0.047
High: 0.050
Low: 0.046
Previous Close: 0.045
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.62%
1 Month
  -31.94%
3 Months
  -15.52%
YTD
  -76.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.045
1M High / 1M Low: 0.090 0.045
6M High / 6M Low: 0.220 0.045
High (YTD): 2024-01-02 0.220
Low (YTD): 2024-05-30 0.045
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   96
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.14%
Volatility 6M:   139.57%
Volatility 1Y:   -
Volatility 3Y:   -