Soc. Generale Call 45 RKT 20.12.2024
/ DE000SW7W1D9
Soc. Generale Call 45 RKT 20.12.2.../ DE000SW7W1D9 /
| 2024-06-07 9:48:21 PM |
Chg.-0.010 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
0.400
Bid Size: 7,500 |
0.430
Ask Size: 7,500 |
Reckitt Benckiser Gr... |
45.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SW7W1D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.28 |
| Parity: |
0.03 |
| Time value: |
0.39 |
| Break-even: |
57.19 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
7.50 |
| Rho: |
0.15 |
Quote data
| Open: |
0.420 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.400 |
| 1M High / 1M Low: |
0.500 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
