Soc. Generale Call 105 RTX 20.09.2024
/ DE000SW1Y1Q5
Soc. Generale Call 105 RTX 20.09..../ DE000SW1Y1Q5 /
| 2024-06-07 9:49:44 PM |
Chg.-0.010 |
Bid9:58:44 PM |
Ask9:58:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-1.52% |
0.650
Bid Size: 9,000 |
0.660
Ask Size: 9,000 |
RTX Corporation |
105.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1Y1Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.29 |
| Time value: |
0.37 |
| Break-even: |
103.81 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
10.00 |
| Rho: |
0.17 |
Quote data
| Open: |
0.630 |
| High: |
0.670 |
| Low: |
0.630 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.17% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
+333.33% |
| YTD |
|
|
+364.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.600 |
| 1M High / 1M Low: |
0.680 |
0.450 |
| 6M High / 6M Low: |
0.680 |
0.078 |
| High (YTD): |
2024-06-05 |
0.680 |
| Low (YTD): |
2024-01-22 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.551 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.58% |
| Volatility 6M: |
|
162.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
