Soc. Generale Call 60 RIO 21.06.2024
/ DE000SW13R24
Soc. Generale Call 60 RIO 21.06.2.../ DE000SW13R24 /
| 2024-05-24 10:37:22 AM |
Chg.-0.009 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-11.54% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
60.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
SW13R2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
96.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.41 |
| Time value: |
0.07 |
| Break-even: |
71.15 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
23.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.068 |
| High: |
0.069 |
| Low: |
0.068 |
| Previous Close: |
0.078 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
-21.59% |
| 3 Months |
|
|
+1.47% |
| YTD |
|
|
-82.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.069 |
| 1M High / 1M Low: |
0.130 |
0.054 |
| 6M High / 6M Low: |
0.390 |
0.043 |
| High (YTD): |
2024-01-02 |
0.380 |
| Low (YTD): |
2024-03-27 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.144 |
| Avg. volume 6M: |
|
153.226 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.68% |
| Volatility 6M: |
|
262.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
