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Soc. Generale Call 104 RTX 21.06..../  DE000SQ3TAM8  /

EUWAX
2024-06-07  8:56:31 AM Chg.-0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.410EUR -4.65% -
Bid Size: -		 -
Ask Size: -		 RTX Corporation 104.00 USD 2024-06-21 Call
 

Master data

WKN: SQ3TAM
Issuer: Société Générale
Currency: EUR
Underlying: RTX Corporation
Type: Warrant
Option type: Call
Strike price: 104.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.07
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.38
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.38
Time value: 0.07
Break-even: 99.98
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.81
Theta: -0.05
Omega: 17.80
Rho: 0.03
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.85%
1 Month  
+127.78%
3 Months  
+606.90%
YTD  
+461.64%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.360
1M High / 1M Low: 0.430 0.180
6M High / 6M Low: 0.430 0.036
High (YTD): 2024-06-06 0.430
Low (YTD): 2024-03-01 0.045
52W High: 2023-06-13 0.850
52W Low: 2023-12-15 0.036
Avg. price 1W:   0.402
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   0.201
Avg. volume 1Y:   0.000
Volatility 1M:   298.94%
Volatility 6M:   258.08%
Volatility 1Y:   234.32%
Volatility 3Y:   -