Soc. Generale Put 45 RKT 20.12.2024
/ DE000SW7W1G2
Soc. Generale Put 45 RKT 20.12.20.../ DE000SW7W1G2 /
| 2024-05-31 9:36:41 PM |
Chg.-0.030 |
Bid9:54:02 PM |
Ask9:54:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-6.82% |
0.400
Bid Size: 7,500 |
0.430
Ask Size: 7,500 |
Reckitt Benckiser Gr... |
45.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
SW7W1G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.03 |
| Time value: |
0.39 |
| Break-even: |
48.65 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-5.38 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.410 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
-2.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.490 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
