Soc. Generale Put 1.73 RBS 19.06..../  DE000CU5QQ22  /

EUWAX
5/29/2020  6:30:46 PM Chg.+0.080 Bid8:08:39 PM Ask8:08:39 PM Underlying Strike price Expiration date Option type
0.700EUR +12.90% 0.700
Bid Size: 9,900
0.730
Ask Size: 9,900
Royal Bank Of Scotla... 1.73 GBP 6/19/2020 Put

Master data

WKN: CU5QQ2
Issuer: Société Générale
Currency: EUR
Underlying: Royal Bank Of Scotland Group PLC ORD 100P
Type: Warrant
Option type: Put
Strike price: 1.73 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: -1.80
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.70
Implied volatility: -
Historic volatility: 0.60
Parity: 0.70
Time value: 0.02
Break-even: 1.23
Moneyness: 1.54
Premium: 0.02
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.39%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.640
High: 0.700
Low: 0.640
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.26%
1 Month
  -2.78%
3 Months  
+288.89%
YTD  
+2087.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.590
1M High / 1M Low: 0.790 0.590
6M High / 6M Low: 0.840 0.022
High (YTD): 4/3/2020 0.840
Low (YTD): 2/13/2020 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.672
Avg. volume 1W:   0.000
Avg. price 1M:   0.727
Avg. volume 1M:   0.000
Avg. price 6M:   0.357
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.30%
Volatility 6M:   243.08%
Volatility 1Y:   -
Volatility 3Y:   -