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Soc. Generale Put 50 RIO 20.09.20.../  DE000SW13R65  /

Frankfurt Zert./SG
2024-06-07  9:49:03 PM Chg.+0.020 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.240EUR +9.09% 0.240
Bid Size: 10,000		 0.260
Ask Size: 10,000		 Rio Tinto PLC ORD 10... 50.00 GBP 2024-09-20 Put
 

Master data

WKN: SW13R6
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Put
Strike price: 50.00 GBP
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.67
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.49
Time value: 0.23
Break-even: 56.43
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 4.55%
Delta: -0.28
Theta: -0.02
Omega: -7.79
Rho: -0.06
 

Quote data

Open: 0.210
High: 0.240
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+9.09%
3 Months
  -52.00%
YTD
  -27.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: 0.250 0.150
6M High / 6M Low: 0.590 0.150
High (YTD): 2024-03-05 0.590
Low (YTD): 2024-05-21 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.99%
Volatility 6M:   115.25%
Volatility 1Y:   -
Volatility 3Y:   -