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Soc. Generale Put 50 RKT 20.12.20.../  DE000SU130E2  /

Frankfurt Zert./SG
6/7/2024  9:48:37 PM Chg.+0.030 Bid9:50:30 PM Ask9:50:30 PM 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 12/20/2024 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: 12/20/2024
Issue date: 11/13/2023
Last trading day: 12/19/2024
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): 4/3/2024 1.070
Low (YTD): 2/27/2024 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:   -