Soc. Generale Call 40 RKT 21.03.2025
/ DE000SY2LUN3
Soc. Generale Call 40 RKT 21.03.2.../ DE000SY2LUN3 /
| 23/01/2025 21:42:17 |
Chg.+0.060 |
Bid23/01/2025 |
Ask23/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+5.04% |
1.250
Bid Size: 2,400 |
1.360
Ask Size: 2,400 |
Reckitt Benckiser Gr... |
40.00 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
SY2LUN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
03/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
1.20 |
| Time value: |
0.05 |
| Break-even: |
59.83 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
4.43 |
| Rho: |
0.07 |
Quote data
| Open: |
1.170 |
| High: |
1.300 |
| Low: |
1.170 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.68% |
| 1 Month |
|
|
+16.82% |
| 3 Months |
|
|
-3.85% |
| YTD |
|
|
+15.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.090 |
| 1M High / 1M Low: |
1.250 |
0.990 |
| 6M High / 6M Low: |
1.380 |
0.490 |
| High (YTD): |
21/01/2025 |
1.250 |
| Low (YTD): |
06/01/2025 |
0.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.959 |
| Avg. volume 6M: |
|
314.961 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.73% |
| Volatility 6M: |
|
122.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |