Soc. Generale Put 45 RKT 20.06.2025
/ DE000SW98Z97
Soc. Generale Put 45 RKT 20.06.20.../ DE000SW98Z97 /
07/06/2024 09:59:14 |
Chg.-0.010 |
Bid10:53:35 |
Ask10:53:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-1.96% |
0.510 Bid Size: 70,000 |
0.520 Ask Size: 70,000 |
Reckitt Benckiser Gr... |
45.00 GBP |
20/06/2025 |
Put |
Master data
WKN: |
SW98Z9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 GBP |
Maturity: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.28 |
Parity: |
-0.05 |
Time value: |
0.51 |
Break-even: |
47.76 |
Moneyness: |
0.99 |
Premium: |
0.10 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
-0.38 |
Theta: |
-0.01 |
Omega: |
-3.97 |
Rho: |
-0.26 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.71% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.510 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.524 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |