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Soc. Generale Put 40 RKT 20.12.20.../  DE000SU130D4  /

EUWAX
2024-05-31  9:58:42 AM Chg.-0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.210EUR -8.70% -
Bid Size: -		 -
Ask Size: -		 Reckitt Benckiser Gr... 40.00 GBP 2024-12-20 Put
 

Master data

WKN: SU130D
Issuer: Société Générale
Currency: EUR
Underlying: Reckitt Benckiser Group PLC ORD 10P
Type: Warrant
Option type: Put
Strike price: 40.00 GBP
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.02
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -0.56
Time value: 0.21
Break-even: 44.88
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 5.00%
Delta: -0.25
Theta: -0.01
Omega: -6.24
Rho: -0.08
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.70%
3 Months  
+141.38%
YTD  
+133.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.230 0.160
6M High / 6M Low: 0.390 0.038
High (YTD): 2024-04-09 0.390
Low (YTD): 2024-02-21 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.53%
Volatility 6M:   373.24%
Volatility 1Y:   -
Volatility 3Y:   -