Soc. Generale Call 95 RTX 21.06.2024
/ DE000SV44JB0
Soc. Generale Call 95 RTX 21.06.2.../ DE000SV44JB0 /
| 2024-06-07 9:50:12 AM |
Chg.-0.03 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-2.52% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV44JB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
1.21 |
| Time value: |
0.02 |
| Break-even: |
99.52 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
7.85 |
| Rho: |
0.03 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
+75.76% |
| 3 Months |
|
|
+427.27% |
| YTD |
|
|
+480.00% |
| 1 Year |
|
|
-9.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
0.96 |
| 1M High / 1M Low: |
1.19 |
0.66 |
| 6M High / 6M Low: |
1.19 |
0.12 |
| High (YTD): |
2024-06-06 |
1.19 |
| Low (YTD): |
2024-01-22 |
0.18 |
| 52W High: |
2023-06-13 |
1.34 |
| 52W Low: |
2023-10-06 |
0.08 |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
130.16% |
| Volatility 6M: |
|
170.26% |
| Volatility 1Y: |
|
183.96% |
| Volatility 3Y: |
|
- |
