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Soc. Generale Put 40 RIO 20.12.20.../  DE000SU130H5  /

Frankfurt Zert./SG
2024-06-05  9:51:38 PM Chg.0.000 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 10,000		 0.120
Ask Size: 10,000		 Rio Tinto PLC ORD 10... 40.00 GBP 2024-12-20 Put
 

Master data

WKN: SU130H
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Put
Strike price: 40.00 GBP
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -52.24
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -1.57
Time value: 0.12
Break-even: 45.75
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.12
Theta: -0.01
Omega: -6.07
Rho: -0.05
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -8.33%
3 Months
  -52.17%
YTD
  -26.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.097
1M High / 1M Low: 0.110 0.081
6M High / 6M Low: 0.230 0.081
High (YTD): 2024-03-11 0.230
Low (YTD): 2024-05-21 0.081
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.19%
Volatility 6M:   101.59%
Volatility 1Y:   -
Volatility 3Y:   -