Soc. Generale Put 1.81 RBS 19.06..../  DE000CU4JDK7  /

Frankfurt Zert./SG
5/29/2020  8:05:30 PM Chg.+0.080 Bid5/29/2020 Ask5/29/2020 Underlying Strike price Expiration date Option type
0.850EUR +10.39% -
Bid Size: -
-
Ask Size: -
Royal Bank Of Scotla... 1.81 GBP 6/19/2020 Put

Master data

WKN: CU4JDK
Issuer: Société Générale
Currency: EUR
Underlying: Royal Bank Of Scotland Group PLC ORD 100P
Type: Warrant
Option type: Put
Strike price: 1.81 GBP
Maturity: 6/19/2020
Issue date: 6/28/2019
Last trading day: 6/18/2020
Ratio: 1:1.11
Exercise type: American
Quanto: No
Gearing: -1.61
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.84
Implied volatility: -
Historic volatility: 0.60
Parity: 0.84
Time value: 0.02
Break-even: 1.24
Moneyness: 1.61
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.16%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.780
High: 0.860
Low: 0.780
Previous Close: 0.770
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -8.60%
1 Month
  -3.41%
3 Months  
+226.92%
YTD  
+1634.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.910 0.730
1M High / 1M Low: 0.930 0.730
6M High / 6M Low: 0.980 0.033
High (YTD): 4/3/2020 0.980
Low (YTD): 2/12/2020 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.875
Avg. volume 1M:   0.000
Avg. price 6M:   0.445
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.42%
Volatility 6M:   223.10%
Volatility 1Y:   -
Volatility 3Y:   -