Soc. Generale Call 90 RTX 20.09.2024
/ DE000SQ80CJ2
Soc. Generale Call 90 RTX 20.09.2.../ DE000SQ80CJ2 /
2024-05-31 9:39:45 PM |
Chg.+0.080 |
Bid9:59:44 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.680EUR |
+5.00% |
1.760 Bid Size: 6,000 |
- Ask Size: - |
RTX Corporation |
90.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SQ80CJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 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: |
5.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.75 |
Intrinsic value: |
1.64 |
Implied volatility: |
0.22 |
Historic volatility: |
0.20 |
Parity: |
1.64 |
Time value: |
0.12 |
Break-even: |
100.56 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
5.38 |
Rho: |
0.23 |
Quote data
Open: |
1.540 |
High: |
1.690 |
Low: |
1.540 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.44% |
1 Month |
|
|
+29.23% |
3 Months |
|
|
+180.00% |
YTD |
|
|
+250.00% |
1 Year |
|
|
+19.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.680 |
1.500 |
1M High / 1M Low: |
1.680 |
1.250 |
6M High / 6M Low: |
1.680 |
0.310 |
High (YTD): |
2024-05-31 |
1.680 |
Low (YTD): |
2024-01-22 |
0.470 |
52W High: |
2023-06-13 |
1.770 |
52W Low: |
2023-10-06 |
0.200 |
Avg. price 1W: |
|
1.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.512 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.877 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.838 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
67.52% |
Volatility 6M: |
|
101.80% |
Volatility 1Y: |
|
129.75% |
Volatility 3Y: |
|
- |