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Soc. Generale Call 60 RIO 20.09.2.../  DE000SU130G7  /

Frankfurt Zert./SG
2024-06-07  9:46:50 PM Chg.-0.020 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.100
Bid Size: 10,000		 0.110
Ask Size: 10,000		 Rio Tinto PLC ORD 10... 60.00 GBP 2024-09-20 Call
 

Master data

WKN: SU130G
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 60.00 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: 48.95
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -0.68
Time value: 0.13
Break-even: 71.78
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.27
Theta: -0.01
Omega: 13.11
Rho: 0.05
 

Quote data

Open: 0.110
High: 0.120
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -60.00%
3 Months
  -28.57%
YTD
  -82.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: 0.310 0.100
6M High / 6M Low: 0.570 0.100
High (YTD): 2024-01-02 0.570
Low (YTD): 2024-06-05 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.67%
Volatility 6M:   171.30%
Volatility 1Y:   -
Volatility 3Y:   -