OverviewChartNewsTraderScreen

Soc. Generale Put 50 RKT 20.12.20.../  DE000SU130E2  /

EUWAX
2024-06-07  10:06:47 AM Chg.-0.010 Bid5:59:49 PM Ask5:59:49 PM Underlying Strike price Expiration date Option type
0.700EUR -1.41% 0.720
Bid Size: 4,200		 0.760
Ask Size: 4,200		 Reckitt Benckiser Gr... 50.00 GBP 2024-12-20 Put
 

Master data

WKN: SU130E
Issuer: Société Générale
Currency: EUR
Underlying: Reckitt Benckiser Group PLC ORD 10P
Type: Warrant
Option type: Put
Strike price: 50.00 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: -7.51
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.54
Implied volatility: 0.29
Historic volatility: 0.28
Parity: 0.54
Time value: 0.17
Break-even: 51.63
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.43%
Delta: -0.60
Theta: -0.01
Omega: -4.52
Rho: -0.21
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.39%
1 Month     0.00%
3 Months  
+59.09%
YTD  
+125.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.710
1M High / 1M Low: 0.850 0.610
6M High / 6M Low: 1.070 0.180
High (YTD): 2024-04-16 1.070
Low (YTD): 2024-02-27 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.92%
Volatility 6M:   218.08%
Volatility 1Y:   -
Volatility 3Y:   -