Soc. Generale Call 60 RKT 21.03.2.../  DE000SY0D6V6  /

EUWAX
2024-06-07  8:54:48 AM Chg.+0.002 Bid5:37:10 PM Ask5:37:10 PM Underlying Strike price Expiration date Option type
0.057EUR +3.64% 0.057
Bid Size: 10,000
0.069
Ask Size: 10,000
Reckitt Benckiser Gr... 60.00 GBP 2025-03-21 Call
 

Master data

WKN: SY0D6V
Issuer: Société Générale
Currency: EUR
Underlying: Reckitt Benckiser Group PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 60.00 GBP
Maturity: 2025-03-21
Issue date: 2024-05-16
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 77.28
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.28
Parity: -1.72
Time value: 0.07
Break-even: 71.17
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 16.95%
Delta: 0.13
Theta: 0.00
Omega: 10.43
Rho: 0.05
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+58.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.036
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -