Soc. Generale Call 105 RTX 20.09.2024
/ DE000SW1Y1Q5
Soc. Generale Call 105 RTX 20.09..../ DE000SW1Y1Q5 /
| 2024-05-31 9:51:26 AM |
Chg.- |
Bid7:48:01 AM |
Ask7:48:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
0.630
Bid Size: 9,000 |
0.680
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: |
15.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.26 |
| Time value: |
0.40 |
| Break-even: |
103.35 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
9.76 |
| Rho: |
0.17 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.77% |
| 1 Month |
|
|
+48.57% |
| 3 Months |
|
|
+333.33% |
| YTD |
|
|
+271.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.460 |
| 1M High / 1M Low: |
0.570 |
0.330 |
| 6M High / 6M Low: |
0.570 |
0.079 |
| High (YTD): |
2024-05-27 |
0.570 |
| Low (YTD): |
2024-03-04 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.07% |
| Volatility 6M: |
|
165.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
