Soc. Generale Put 50 RKT 20.12.2024
/ DE000SU130E2
Soc. Generale Put 50 RKT 20.12.20.../ DE000SU130E2 /
07/06/2024 21:48:37 |
Chg.+0.030 |
Bid21:50:30 |
Ask21:50:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+4.35% |
0.720 Bid Size: 4,200 |
0.760 Ask Size: 4,200 |
Reckitt Benckiser Gr... |
50.00 GBP |
20/12/2024 |
Put |
Master data
WKN: |
SU130E |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 GBP |
Maturity: |
20/12/2024 |
Issue date: |
13/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.31 |
Historic volatility: |
0.28 |
Parity: |
0.56 |
Time value: |
0.19 |
Break-even: |
51.38 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.35% |
Delta: |
-0.60 |
Theta: |
-0.01 |
Omega: |
-4.25 |
Rho: |
-0.21 |
Quote data
Open: |
0.680 |
High: |
0.730 |
Low: |
0.680 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.49% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+100.00% |
YTD |
|
|
+132.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.690 |
1M High / 1M Low: |
0.890 |
0.610 |
6M High / 6M Low: |
1.070 |
0.180 |
High (YTD): |
03/04/2024 |
1.070 |
Low (YTD): |
27/02/2024 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.702 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.708 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.534 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.16% |
Volatility 6M: |
|
319.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |