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

EUWAX
5/29/2020  5:42:43 PM Chg.- Bid8:07:00 PM Ask8:07:00 PM Underlying Strike price Expiration date Option type
1.15EUR - 1.15
Bid Size: 9,900
1.18
Ask Size: 9,900
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: -1.11
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.15
Implied volatility: -
Historic volatility: 0.60
Parity: 1.15
Time value: 0.02
Break-even: 1.23
Moneyness: 1.88
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 0.85%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.08
High: 1.15
Low: 1.08
Previous Close: 1.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.74%
1 Month
  -5.74%
3 Months  
+125.49%
YTD  
+784.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.22 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:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   0.66
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.78%
Volatility 6M:   148.57%
Volatility 1Y:   -
Volatility 3Y:   -