Soc. Generale Put 1.54 RBS 19.06..../  DE000CU5QQ14  /

EUWAX
5/29/2020  6:30:46 PM Chg.- Bid8:02:52 PM Ask8:02:52 PM Underlying Strike price Expiration date Option type
0.490EUR - 0.490
Bid Size: 11,000
0.520
Ask Size: 11,000
Royal Bank Of Scotla... 1.54 GBP 6/19/2020 Put

Master data

WKN: CU5QQ1
Issuer: Société Générale
Currency: EUR
Underlying: Royal Bank Of Scotland Group PLC ORD 100P
Type: Warrant
Option type: Put
Strike price: 1.54 GBP
Maturity: 6/19/2020
Issue date: 8/19/2019
Last trading day: 6/18/2020
Ratio: 1:1.04
Exercise type: American
Quanto: No
Gearing: -2.60
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.48
Implied volatility: -
Historic volatility: 0.60
Parity: 0.48
Time value: 0.02
Break-even: 1.23
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 2.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.420
High: 0.490
Low: 0.420
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.26%
1 Month
  -3.92%
3 Months  
+450.56%
YTD  
+4354.55%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.390
1M High / 1M Low: 0.570 0.390
6M High / 6M Low: 0.620 0.008
High (YTD): 4/3/2020 0.620
Low (YTD): 2/13/2020 0.008
52W High: - -
52W Low: - -
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   0.239
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.13%
Volatility 6M:   339.23%
Volatility 1Y:   -
Volatility 3Y:   -