Soc. Generale Put 60 RKT 21.03.2025
/ DE000SU798Z1
Soc. Generale Put 60 RKT 21.03.20.../ DE000SU798Z1 /
| 5/31/2024 9:45:57 PM |
Chg.-0.070 |
Bid9:53:17 PM |
Ask9:53:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
-3.74% |
1.790
Bid Size: 1,700 |
1.910
Ask Size: 1,700 |
Reckitt Benckiser Gr... |
60.00 GBP |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
1.79 |
| Time value: |
0.06 |
| Break-even: |
51.97 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-2.05 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.860 |
| High: |
1.890 |
| Low: |
1.800 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.55% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
+56.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.800 |
| 1M High / 1M Low: |
1.960 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.695 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
