Soc. Generale Call 1.81 RBS 19.06.../  DE000CU47UM3  /

Frankfurt Zert./SG
5/26/2020  10:49:52 AM Chg.0.000 Bid5/26/2020 Ask5/26/2020 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 180,000
0.020
Ask Size: 90,000
Royal Bank Of Scotla... 1.81 GBP 6/19/2020 Call

Master data

WKN: CU47UM
Issuer: Société Générale
Currency: EUR
Underlying: Royal Bank Of Scotland Group PLC ORD 100P
Type: Warrant
Option type: Call
Strike price: 1.81 GBP
Maturity: 6/19/2020
Issue date: 8/5/2019
Last trading day: 6/18/2020
Ratio: 1:1.11
Exercise type: American
Quanto: No
Gearing: 65.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.49
Historic volatility: 0.59
Parity: -0.93
Time value: 0.02
Break-even: 2.04
Moneyness: 0.59
Premium: 0.72
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.10
Theta: 0.00
Omega: 6.45
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -99.41%
YTD
  -99.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.960 0.001
High (YTD): 1/2/2020 0.730
Low (YTD): 5/25/2020 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   2,602.37%
Volatility 1Y:   -
Volatility 3Y:   -