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Soc. Generale Put 50 RKT 20.09.20.../  DE000SW13RZ5  /

Frankfurt Zert./SG
2024-05-31  9:51:35 PM Chg.-0.060 Bid9:58:24 PM Ask9:58:24 PM Underlying Strike price Expiration date Option type
0.720EUR -7.69% 0.710
Bid Size: 4,300		 0.760
Ask Size: 4,300		 Reckitt Benckiser Gr... 50.00 GBP 2024-09-20 Put
 

Master data

WKN: SW13RZ
Issuer: Société Générale
Currency: EUR
Underlying: Reckitt Benckiser Group PLC ORD 10P
Type: Warrant
Option type: Put
Strike price: 50.00 GBP
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.10
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.62
Implied volatility: 0.33
Historic volatility: 0.28
Parity: 0.62
Time value: 0.12
Break-even: 51.33
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.37%
Delta: -0.67
Theta: -0.01
Omega: -4.78
Rho: -0.13
 

Quote data

Open: 0.770
High: 0.780
Low: 0.720
Previous Close: 0.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.37%
1 Month  
+4.35%
3 Months  
+140.00%
YTD  
+188.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.720
1M High / 1M Low: 0.840 0.550
6M High / 6M Low: 1.020 0.130
High (YTD): 2024-04-03 1.020
Low (YTD): 2024-02-27 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.766
Avg. volume 1W:   0.000
Avg. price 1M:   0.651
Avg. volume 1M:   0.000
Avg. price 6M:   0.465
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.17%
Volatility 6M:   418.05%
Volatility 1Y:   -
Volatility 3Y:   -