Soc. Generale Put 40 RIO 20.12.2024
/ DE000SU130H5
Soc. Generale Put 40 RIO 20.12.20.../ DE000SU130H5 /
| 2024-05-17 10:13:13 AM |
Chg.-0.011 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-11.34% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
40.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
SU130H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-72.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-2.04 |
| Time value: |
0.09 |
| Break-even: |
45.81 |
| Moneyness: |
0.70 |
| Premium: |
0.32 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-6.06 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.097 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.34% |
| 1 Month |
|
|
-38.57% |
| 3 Months |
|
|
-49.41% |
| YTD |
|
|
-42.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.086 |
| 1M High / 1M Low: |
0.150 |
0.086 |
| 6M High / 6M Low: |
0.240 |
0.086 |
| High (YTD): |
2024-03-11 |
0.240 |
| Low (YTD): |
2024-05-17 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.175 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.36% |
| Volatility 6M: |
|
126.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
