Soc. Generale Call 40 RKT 20.12.2024
/ DE000SW8J2D3
Soc. Generale Call 40 RKT 20.12.2.../ DE000SW8J2D3 /
| 2024-05-31 1:46:20 PM |
Chg.+0.030 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+4.41% |
-
Bid Size: - |
-
Ask Size: - |
Reckitt Benckiser Gr... |
40.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SW8J2D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.28 |
| Parity: |
0.56 |
| Time value: |
0.20 |
| Break-even: |
54.58 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.56 |
| Rho: |
0.19 |
Quote data
| Open: |
0.660 |
| High: |
0.710 |
| Low: |
0.660 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-13.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.680 |
| 1M High / 1M Low: |
0.910 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
