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Soc. Generale Call 70 RIO 20.09.2.../  DE000SU2GWN3  /

EUWAX
2024-05-22  9:28:49 AM Chg.-0.001 Bid4:40:52 PM Ask4:40:52 PM Underlying Strike price Expiration date Option type
0.086EUR -1.15% 0.074
Bid Size: 80,000		 0.084
Ask Size: 80,000		 Rio Tinto PLC ORD 10... 70.00 GBP 2024-09-20 Call
 

Master data

WKN: SU2GWN
Issuer: Société Générale
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 70.00 GBP
Maturity: 2024-09-20
Issue date: 2023-11-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.29
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -1.45
Time value: 0.10
Break-even: 82.92
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 11.63%
Delta: 0.17
Theta: -0.01
Omega: 11.74
Rho: 0.03
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.64%
1 Month  
+1.18%
3 Months  
+21.13%
YTD
  -59.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.067
1M High / 1M Low: 0.088 0.062
6M High / 6M Low: 0.210 0.046
High (YTD): 2024-01-03 0.210
Low (YTD): 2024-03-11 0.046
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.00%
Volatility 6M:   148.14%
Volatility 1Y:   -
Volatility 3Y:   -