Soc. Generale Call 38.7865 RIO 17.../  DE000SG73SY3  /

EUWAX
8/14/2020  5:20:53 PM Chg.-0.06 Bid9:30:32 PM Ask- Underlying Strike price Expiration date Option type
1.35EUR -4.26% 1.36
Bid Size: 11,100
-
Ask Size: -
Rio Tinto PLC ORD 10... 38.7865 GBP 12/17/2021 Call

Master data

WKN: SG73SY
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 38.79 GBP
Maturity: 12/17/2021
Issue date: 4/1/2015
Last trading day: 12/15/2021
Ratio: 9.46:1
Exercise type: American
Quanto: No
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.99
Implied volatility: 0.88
Historic volatility: 0.45
Parity: 0.99
Time value: 0.39
Break-even: 55.96
Moneyness: 1.22
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.51
Theta: 0.00
Omega: 2.05
Rho: 0.18
 

Quote data

Open: 1.37
High: 1.37
Low: 1.35
Previous Close: 1.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.57%
3 Months  
+101.49%
YTD  
+27.36%
1 Year  
+70.89%
3 Years  
+104.55%
5 Years  
+221.43%
1W High / 1W Low: 1.48 1.35
1M High / 1M Low: 1.54 1.20
6M High / 6M Low: 1.54 0.27
High (YTD): 7/20/2020 1.54
Low (YTD): 3/12/2020 0.27
52W High: 7/20/2020 1.54
52W Low: 3/12/2020 0.27
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   0.92
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   90.63%
Volatility 6M:   176.39%
Volatility 1Y:   141.02%
Volatility 3Y:   101.90%