Soc. Generale Put 2.12 RBS 19.06..../  DE000CU68B83  /

EUWAX
6/2/2020  5:28:34 PM Chg.- Bid7:50:03 AM Ask7:50:03 AM Underlying Strike price Expiration date Option type
1.06EUR - 1.04
Bid Size: 4,400
1.07
Ask Size: 4,400
Royal Bank Of Scotla... 2.12 GBP 6/19/2020 Put

Master data

WKN: CU68B8
Issuer: Société Générale
Currency: EUR
Underlying: Royal Bank Of Scotland Group PLC ORD 100P
Type: Warrant
Option type: Put
Strike price: 2.12 GBP
Maturity: 6/19/2020
Issue date: 10/16/2019
Last trading day: 6/18/2020
Ratio: 1:1.04
Exercise type: American
Quanto: No
Gearing: -1.14
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.12
Implied volatility: 1.34
Historic volatility: 0.60
Parity: 1.12
Time value: 0.06
Break-even: 1.24
Moneyness: 1.83
Premium: 0.04
Premium p.a.: 1.50
Spread abs.: 0.03
Spread %: 2.54%
Delta: -0.98
Theta: 0.00
Omega: -1.12
Rho: 0.00
 

Quote data

Open: 1.11
High: 1.11
Low: 1.06
Previous Close: 1.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.92%
1 Month
  -13.11%
3 Months  
+76.67%
YTD  
+715.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.15 1.04
1M High / 1M Low: 1.25 1.04
6M High / 6M Low: 1.30 0.11
High (YTD): 4/3/2020 1.30
Low (YTD): 1/2/2020 0.12
52W High: - -
52W Low: - -
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   0.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.81%
Volatility 6M:   148.56%
Volatility 1Y:   -
Volatility 3Y:   -