Soc. Generale Call 45 RKT 20.12.2024
/ DE000SW7W1D9
Soc. Generale Call 45 RKT 20.12.2.../ DE000SW7W1D9 /
10/06/2024 08:12:47 |
Chg.-0.040 |
Bid12:56:36 |
Ask12:56:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-9.52% |
0.380 Bid Size: 60,000 |
0.390 Ask Size: 60,000 |
Reckitt Benckiser Gr... |
45.00 GBP |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
19/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.23 |
Historic volatility: |
0.28 |
Parity: |
0.02 |
Time value: |
0.40 |
Break-even: |
57.19 |
Moneyness: |
1.00 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
0.59 |
Theta: |
-0.01 |
Omega: |
7.45 |
Rho: |
0.14 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.56% |
1 Month |
|
|
-25.49% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.390 |
1M High / 1M Low: |
0.510 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.416 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |