Soc. Generale Call 50 RIO 20.09.2024
/ DE000SU130F9
Soc. Generale Call 50 RIO 20.09.2.../ DE000SU130F9 /
| 2024-05-02 3:55:51 PM |
Chg.-0.020 |
Bid4:01:03 PM |
Ask4:01:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-2.53% |
0.770
Bid Size: 35,000 |
0.780
Ask Size: 35,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SU130F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.52 |
| Time value: |
0.27 |
| Break-even: |
66.37 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
6.03 |
| Rho: |
0.15 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.760 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.67% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+4.05% |
| YTD |
|
|
-37.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.750 |
| 1M High / 1M Low: |
0.800 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
1.240 |
| Low (YTD): |
2024-03-05 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
