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Soc. Generale Call 100 RTX 20.09..../  DE000SQ80CK0  /

EUWAX
2024-05-31  9:54:13 AM Chg.- Bid7:48:01 AM Ask7:48:01 AM Underlying Strike price Expiration date Option type
0.810EUR - 0.950
Bid Size: 7,000		 1.010
Ask Size: 7,000		 RTX Corporation 100.00 USD 2024-09-20 Call
 

Master data

WKN: SQ80CK
Issuer: Société Générale
Currency: EUR
Underlying: RTX Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.14
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.72
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.72
Time value: 0.26
Break-even: 101.94
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.78
Theta: -0.02
Omega: 7.93
Rho: 0.20
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.71%
1 Month  
+42.11%
3 Months  
+285.71%
YTD  
+268.18%
1 Year
  -21.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.740
1M High / 1M Low: 0.850 0.550
6M High / 6M Low: 0.850 0.130
High (YTD): 2024-05-27 0.850
Low (YTD): 2024-01-22 0.190
52W High: 2023-06-13 1.200
52W Low: 2023-10-06 0.098
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.748
Avg. volume 1M:   0.000
Avg. price 6M:   0.401
Avg. volume 6M:   0.000
Avg. price 1Y:   0.433
Avg. volume 1Y:   0.000
Volatility 1M:   103.40%
Volatility 6M:   140.32%
Volatility 1Y:   158.59%
Volatility 3Y:   -