Soc. Generale Call 40 RKT 20.12.2024
/ DE000SW8J2D3
Soc. Generale Call 40 RKT 20.12.2.../ DE000SW8J2D3 /
| 2024-05-17 9:43:31 PM |
Chg.-0.010 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-1.10% |
0.900
Bid Size: 3,400 |
0.950
Ask Size: 3,400 |
Reckitt Benckiser Gr... |
40.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SW8J2D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.28 |
| Parity: |
0.71 |
| Time value: |
0.22 |
| Break-even: |
56.04 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.73 |
| Rho: |
0.21 |
Quote data
| Open: |
0.900 |
| High: |
0.910 |
| Low: |
0.890 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+55.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.890 |
| 1M High / 1M Low: |
0.910 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.805 |
| Avg. volume 1M: |
|
9.524 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
