S500_RBS__CE___

(R925 GB00B55B6R12 GBP)
Value 0.0035
Change Today 0.000 Trend icon
Updated30/07 16:30
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PRICE Changes

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%

Security Details

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 PDF
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

Key Figures/Sensitivity Data

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

Intraday data is delayed by 15 minutes.

Name Latest Var
FTSE 100 5,258.02 -1.05%
FTSE 250 9,948.72 -1.25%
DOW INDUSTRIAL 10,465.94 -0.01%
HONG KONG HANG 21,029.81 -0.30%
Nikkei 225 9,537.30 -1.64%