Soc. Generale Put 60 RKT 20.09.2024
/ DE000SW2BEB5
Soc. Generale Put 60 RKT 20.09.20.../ DE000SW2BEB5 /
| 2024-06-07 8:32:51 AM |
Chg.-0.03 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
-1.78% |
-
Bid Size: - |
-
Ask Size: - |
Reckitt Benckiser Gr... |
60.00 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
SW2BEB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
1.72 |
| Time value: |
0.03 |
| Break-even: |
52.98 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
-0.83 |
| Theta: |
-0.01 |
| Omega: |
-2.53 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.70% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+30.71% |
| YTD |
|
|
+102.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.65 |
| 1M High / 1M Low: |
1.94 |
1.53 |
| 6M High / 6M Low: |
2.13 |
0.52 |
| High (YTD): |
2024-04-16 |
2.13 |
| Low (YTD): |
2024-02-27 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.54% |
| Volatility 6M: |
|
221.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
