Soc. Generale Put 40 RKT 21.03.2025
/ DE000SU965N2
Soc. Generale Put 40 RKT 21.03.20.../ DE000SU965N2 /
| 2024-05-17 8:45:21 AM |
Chg.-0.010 |
Bid9:03:00 AM |
Ask9:03:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-4.76% |
0.210
Bid Size: 90,000 |
0.220
Ask Size: 90,000 |
Reckitt Benckiser Gr... |
40.00 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SU965N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-0.69 |
| Time value: |
0.22 |
| Break-even: |
44.44 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-5.47 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-51.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.210 |
| 1M High / 1M Low: |
0.410 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
