Soc. Generale Put 35 RKT 20.12.2024
/ DE000SW7W1F4
Soc. Generale Put 35 RKT 20.12.20.../ DE000SW7W1F4 /
| 10/06/2024 21:36:19 |
Chg.+0.006 |
Bid21:50:06 |
Ask21:50:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
+7.69% |
0.084
Bid Size: 10,000 |
0.096
Ask Size: 10,000 |
Reckitt Benckiser Gr... |
35.00 GBP |
20/12/2024 |
Put |
Master data
| WKN: |
SW7W1F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 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: |
-59.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-1.20 |
| Time value: |
0.09 |
| Break-even: |
40.33 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
12.66% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-7.01 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.080 |
| High: |
0.088 |
| Low: |
0.079 |
| Previous Close: |
0.078 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.074 |
| 1M High / 1M Low: |
0.110 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
