Soc. Generale Put 50 RKT 21.03.2025
/ DE000SU798Y4
Soc. Generale Put 50 RKT 21.03.20.../ DE000SU798Y4 /
| 2024-05-31 9:38:50 PM |
Chg.-0.050 |
Bid9:43:24 PM |
Ask9:43:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-5.75% |
0.810
Bid Size: 3,800 |
0.850
Ask Size: 3,800 |
Reckitt Benckiser Gr... |
50.00 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SU798Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.62 |
| Time value: |
0.21 |
| Break-even: |
50.43 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-3.59 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.820 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.20% |
| 1 Month |
|
|
+3.80% |
| 3 Months |
|
|
+86.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.820 |
| 1M High / 1M Low: |
0.920 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.760 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
