Soc. Generale Call 33.1104 RIO 17.../  DE000SE2FNL8  /

EUWAX
8/14/2020  5:30:15 PM Chg.-0.07 Bid5:41:01 PM Ask- Underlying Strike price Expiration date Option type
1.78EUR -3.78% 1.71
Bid Size: 6,600
-
Ask Size: -
Rio Tinto PLC ORD 10... 33.1104 GBP 12/17/2021 Call

Master data

WKN: SE2FNL
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 33.11 GBP
Maturity: 12/17/2021
Issue date: 11/27/2015
Last trading day: 12/15/2021
Ratio: 9.46:1
Exercise type: American
Quanto: No
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.65
Implied volatility: 0.93
Historic volatility: 0.45
Parity: 1.65
Time value: 0.10
Break-even: 53.18
Moneyness: 1.43
Premium: 0.02
Premium p.a.: 0.01
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.59
Theta: 0.00
Omega: 1.87
Rho: 0.19
 

Quote data

Open: 1.83
High: 1.83
Low: 1.78
Previous Close: 1.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.73%
1 Month
  -1.11%
3 Months  
+106.98%
YTD  
+18.67%
1 Year  
+58.93%
3 Years  
+109.41%
5 Years     -
1W High / 1W Low: 1.91 1.79
1M High / 1M Low: 1.91 1.65
6M High / 6M Low: 1.91 0.51
High (YTD): 8/12/2020 1.91
Low (YTD): 3/9/2020 0.51
52W High: 8/12/2020 1.91
52W Low: 3/9/2020 0.51
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   1.81
Avg. volume 1M:   0.00
Avg. price 6M:   1.25
Avg. volume 6M:   0.00
Avg. price 1Y:   1.27
Avg. volume 1Y:   0.00
Volatility 1M:   70.08%
Volatility 6M:   161.00%
Volatility 1Y:   127.59%
Volatility 3Y:   91.91%