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Soc. Generale Put 40 RKT 20.09.20.../  DE000SW13RY8  /

EUWAX
2024-06-07  8:56:26 AM Chg.-0.011 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.099EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 Reckitt Benckiser Gr... 40.00 GBP 2024-09-20 Put
 

Master data

WKN: SW13RY
Issuer: Société Générale
Currency: EUR
Underlying: Reckitt Benckiser Group PLC ORD 10P
Type: Warrant
Option type: Put
Strike price: 40.00 GBP
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.43
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -0.63
Time value: 0.12
Break-even: 45.79
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.20
Theta: -0.01
Omega: -8.92
Rho: -0.03
 

Quote data

Open: 0.099
High: 0.099
Low: 0.099
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.29%
1 Month
  -29.29%
3 Months  
+47.76%
YTD  
+83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.160 0.096
6M High / 6M Low: 0.320 0.017
High (YTD): 2024-04-09 0.320
Low (YTD): 2024-02-22 0.017
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.83%
Volatility 6M:   663.10%
Volatility 1Y:   -
Volatility 3Y:   -