Soc. Generale Call 2.31 RBS 19.06.../  DE000CU5VM45  /

EUWAX
5/29/2020  6:30:57 PM Chg.- Bid8:02:52 PM Ask8:02:52 PM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 33,000
0.020
Ask Size: 16,500
Royal Bank Of Scotla... 2.31 GBP 6/19/2020 Call

Master data

WKN: CU5VM4
Issuer: Société Générale
Currency: EUR
Underlying: Royal Bank Of Scotland Group PLC ORD 100P
Type: Warrant
Option type: Call
Strike price: 2.31 GBP
Maturity: 6/19/2020
Issue date: 8/26/2019
Last trading day: 6/18/2020
Ratio: 1:1.04
Exercise type: American
Quanto: No
Gearing: 64.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.09
Historic volatility: 0.60
Parity: -1.37
Time value: 0.02
Break-even: 2.59
Moneyness: 0.49
Premium: 1.07
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.09
Theta: 0.00
Omega: 5.58
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -99.57%
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: 0.400 0.001
High (YTD): 1/3/2020 0.240
Low (YTD): 5/29/2020 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:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   269.85%
Volatility 1Y:   -
Volatility 3Y:   -