Soc. Generale Put 60 RKT 21.03.2025
/ DE000SU798Z1
Soc. Generale Put 60 RKT 21.03.20.../ DE000SU798Z1 /
20/09/2024 21:39:34 |
Chg.+0.120 |
Bid21:55:20 |
Ask21:55:20 |
Underlying |
Strike price |
Expiration date |
Option type |
1.720EUR |
+7.50% |
1.730 Bid Size: 1,800 |
1.850 Ask Size: 1,800 |
Reckitt Benckiser Gr... |
60.00 GBP |
21/03/2025 |
Put |
Master data
WKN: |
SU798Z |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 GBP |
Maturity: |
21/03/2025 |
Issue date: |
13/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
1.64 |
Implied volatility: |
0.36 |
Historic volatility: |
0.30 |
Parity: |
1.64 |
Time value: |
0.02 |
Break-even: |
54.81 |
Moneyness: |
1.30 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.01 |
Spread %: |
0.61% |
Delta: |
-0.80 |
Theta: |
0.00 |
Omega: |
-2.66 |
Rho: |
-0.30 |
Quote data
Open: |
1.610 |
High: |
1.780 |
Low: |
1.610 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.55% |
1 Month |
|
|
-14.85% |
3 Months |
|
|
-6.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.610 |
1.520 |
1M High / 1M Low: |
2.020 |
1.520 |
6M High / 6M Low: |
2.270 |
1.520 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.767 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.880 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.40% |
Volatility 6M: |
|
64.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |