Soc. Generale Call 37.8404 RIO 16.../  DE000SE2FNM6  /

Frankfurt Zert./SG
8/14/2020  9:40:56 PM Chg.-0.040 Bid8/14/2020 Ask8/14/2020 Underlying Strike price Expiration date Option type
1.560EUR -2.50% 1.560
Bid Size: 10,800
1.640
Ask Size: 10,800
Rio Tinto PLC ORD 10... 37.8404 GBP 12/16/2022 Call

Master data

WKN: SE2FNM
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 37.84 GBP
Maturity: 12/16/2022
Issue date: 11/27/2015
Last trading day: 12/14/2022
Ratio: 9.46:1
Exercise type: American
Quanto: No
Gearing: 3.29
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.10
Implied volatility: 0.94
Historic volatility: 0.45
Parity: 1.10
Time value: 0.58
Break-even: 57.75
Moneyness: 1.25
Premium: 0.10
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 4.76%
Delta: 0.52
Theta: 0.00
Omega: 1.71
Rho: 0.26
 

Quote data

Open: 1.580
High: 1.600
Low: 1.550
Previous Close: 1.600
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+1.96%
1 Month
  -1.89%
3 Months  
+102.60%
YTD  
+24.80%
1 Year  
+69.57%
3 Years  
+92.59%
5 Years     -
1W High / 1W Low: 1.630 1.530
1M High / 1M Low: 1.730 1.390
6M High / 6M Low: 1.730 0.370
High (YTD): 7/20/2020 1.730
Low (YTD): 3/12/2020 0.370
52W High: 7/20/2020 1.730
52W Low: 3/12/2020 0.370
Avg. price 1W:   1.582
Avg. volume 1W:   0.000
Avg. price 1M:   1.578
Avg. volume 1M:   0.000
Avg. price 6M:   1.081
Avg. volume 6M:   0.000
Avg. price 1Y:   1.057
Avg. volume 1Y:   2.083
Volatility 1M:   73.46%
Volatility 6M:   190.98%
Volatility 1Y:   143.77%
Volatility 3Y:   98.65%