Soc. Generale Put 40 RIO 21.06.2024
/ DE000SV6G3R8
Soc. Generale Put 40 RIO 21.06.20.../ DE000SV6G3R8 /
| 2024-05-09 11:04:29 AM |
Chg.-0.001 |
Bid2024-05-09 |
Ask2024-05-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.002EUR |
-33.33% |
0.002
Bid Size: 70,000 |
0.020
Ask Size: 70,000 |
Rio Tinto PLC ORD 10... |
40.00 GBP |
2024-06-21 |
Put |
Master data
| WKN: |
SV6G3R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-321.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.25 |
| Parity: |
-1.77 |
| Time value: |
0.02 |
| Break-even: |
46.31 |
| Moneyness: |
0.72 |
| Premium: |
0.28 |
| Premium p.a.: |
7.08 |
| Spread abs.: |
0.02 |
| Spread %: |
566.67% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-11.99 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.003 |
| Low: |
0.001 |
| Previous Close: |
0.003 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-71.43% |
| 1 Month |
|
|
-89.47% |
| 3 Months |
|
|
-96.36% |
| YTD |
|
|
-96.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.002 |
| 1M High / 1M Low: |
0.026 |
0.002 |
| 6M High / 6M Low: |
0.120 |
0.002 |
| High (YTD): |
2024-01-17 |
0.078 |
| Low (YTD): |
2024-05-07 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.054 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.32% |
| Volatility 6M: |
|
218.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
