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

Frankfurt Zert./SG
8/14/2020  9:37:24 PM Chg.-0.040 Bid8/14/2020 Ask- Underlying Strike price Expiration date Option type
1.710EUR -2.29% 1.710
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: 1.830
High: 1.840
Low: 1.710
Previous Close: 1.750
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+13.25%
1 Month
  -1.72%
3 Months  
+92.13%
YTD  
+11.04%
1 Year  
+56.88%
3 Years  
+94.32%
5 Years     -
1W High / 1W Low: 1.830 1.750
1M High / 1M Low: 1.880 1.510
6M High / 6M Low: 1.880 0.470
High (YTD): 7/20/2020 1.880
Low (YTD): 3/9/2020 0.470
52W High: 7/20/2020 1.880
52W Low: 3/9/2020 0.470
Avg. price 1W:   1.790
Avg. volume 1W:   0.000
Avg. price 1M:   1.737
Avg. volume 1M:   0.000
Avg. price 6M:   1.190
Avg. volume 6M:   0.000
Avg. price 1Y:   1.215
Avg. volume 1Y:   0.000
Volatility 1M:   105.90%
Volatility 6M:   198.79%
Volatility 1Y:   150.77%
Volatility 3Y:   103.13%