| Period of Change | Value | Change | |
|---|---|---|---|
| 1 week | 0.0035 | 0.00 | 0.00% |
| 1 mth | 0.0055 | 0.00 | -36.36% |
| 3 mths | 0.0375 | -0.03 | -90.67% |
| 6 mths | 0.0145 | -0.01 | -75.86% |
| 1 yr | 0.065 | -0.06 | -94.62% |
| Full Name | Royal Bank of Scot Call S&P500 $1500 16/12/10 |
|---|---|
| Currency | GBP |
| ISIN | GB00B55B6R12 |
| Symbol | R925 |
| My Account Symbol | R925.ISE |
| Security Type | Covered Warrant |
| Type | Call |
| Style | European |
| Issuer | Royal Bank of Scotland |
| Issue Date | 26/10/2009 |
| Term sheet | |
| Expiry Date | 16/12/2010 |
| Underlying | S&P 500 Index |
| Strike Price | 1,500.00 |
| Strike Price Currency | USD |
| Ratio | 0.01 |
| Exchange/Market | LSE Domestic Quotes |
| Intrisic Value | - |
|---|---|
| Break Even ( USD ) | 1,500.70 |
| Moneyness ( USD ) | -398.40 |
| Premium | 36.229 |
| Gearing | 1,798,530.61 |
| Effective Gearing | 15475.310 |
| Delta | 0.009 |
| Theta | -0.040 |
| Vega | 0.529 |
| Rho | 0.091 |