Soc. Generale Call 45 RIO 21.06.2024
/ DE000SW2BEG4
Soc. Generale Call 45 RIO 21.06.2.../ DE000SW2BEG4 /
| 2024-05-17 8:31:45 AM |
Chg.+0.12 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+10.26% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
45.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BEG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.25 |
| Parity: |
1.46 |
| Time value: |
0.07 |
| Break-even: |
67.89 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
4.04 |
| Rho: |
0.04 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.84% |
| 1 Month |
|
|
+25.24% |
| 3 Months |
|
|
+14.16% |
| YTD |
|
|
-20.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.17 |
| 1M High / 1M Low: |
1.37 |
1.03 |
| 6M High / 6M Low: |
1.68 |
0.60 |
| High (YTD): |
2024-01-02 |
1.68 |
| Low (YTD): |
2024-03-11 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
1,622 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
261.61 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.57% |
| Volatility 6M: |
|
131.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
