Soc. Generale Call 60 RTX 20.09.2024
/ DE000SU0F4P9
Soc. Generale Call 60 RTX 20.09.2.../ DE000SU0F4P9 /
| 2024-05-31 9:51:44 AM |
Chg.- |
Bid8:42:37 AM |
Ask8:42:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.23EUR |
- |
4.40
Bid Size: 5,000 |
-
Ask Size: - |
RTX Corporation |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU0F4P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.47 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
4.41 |
| Time value: |
0.06 |
| Break-even: |
99.99 |
| Moneyness: |
1.80 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
1.00 |
| Theta: |
-0.01 |
| Omega: |
2.21 |
| Rho: |
0.16 |
Quote data
| Open: |
4.23 |
| High: |
4.23 |
| Low: |
4.23 |
| Previous Close: |
4.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.70% |
| 1 Month |
|
|
+11.02% |
| 3 Months |
|
|
+54.95% |
| YTD |
|
|
+81.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.26 |
4.13 |
| 1M High / 1M Low: |
4.26 |
3.80 |
| 6M High / 6M Low: |
4.26 |
2.02 |
| High (YTD): |
2024-05-27 |
4.26 |
| Low (YTD): |
2024-01-11 |
2.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
25.19% |
| Volatility 6M: |
|
42.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
