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

EUWAX
2024-05-31  10:14:18 AM Chg.-0.060 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.750EUR -7.41% -
Bid Size: -		 -
Ask Size: -		 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: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.74%
1 Month  
+11.94%
3 Months  
+97.37%
YTD  
+200.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.730
1M High / 1M Low: 0.820 0.540
6M High / 6M Low: 1.030 0.130
High (YTD): 2024-04-08 1.030
Low (YTD): 2024-02-27 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   0.461
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.95%
Volatility 6M:   293.03%
Volatility 1Y:   -
Volatility 3Y:   -