Soc. Generale Put 60 RKT 20.12.2024
/ DE000SU798X6
Soc. Generale Put 60 RKT 20.12.20.../ DE000SU798X6 /
| 6/11/2024 7:06:51 PM |
Chg.+0.070 |
Bid6/11/2024 |
Ask6/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+3.89% |
1.870
Bid Size: 1,700 |
1.990
Ask Size: 1,700 |
Reckitt Benckiser Gr... |
60.00 GBP |
12/20/2024 |
Put |
Master data
| WKN: |
SU798X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
1.83 |
| Time value: |
0.03 |
| Break-even: |
52.35 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-2.22 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.760 |
| High: |
1.930 |
| Low: |
1.760 |
| Previous Close: |
1.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.31% |
| 1 Month |
|
|
+19.87% |
| 3 Months |
|
|
+73.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.680 |
| 1M High / 1M Low: |
1.950 |
1.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
