Soc. Generale Call 55 RKT 20.09.2024
/ DE000SW7W1A5
Soc. Generale Call 55 RKT 20.09.2.../ DE000SW7W1A5 /
| 31/05/2024 21:36:04 |
Chg.-0.001 |
Bid21:51:26 |
Ask21:51:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
-10.00% |
0.010
Bid Size: 10,000 |
0.022
Ask Size: 10,000 |
Reckitt Benckiser Gr... |
55.00 GBP |
20/09/2024 |
Call |
Master data
| WKN: |
SW7W1A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
250.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.28 |
| Parity: |
-1.21 |
| Time value: |
0.02 |
| Break-even: |
64.81 |
| Moneyness: |
0.81 |
| Premium: |
0.23 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
90.91% |
| Delta: |
0.07 |
| Theta: |
0.00 |
| Omega: |
18.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.003 |
| High: |
0.010 |
| Low: |
0.003 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-59.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.002 |
| 1M High / 1M Low: |
0.031 |
0.002 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,453.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
