Soc. Generale Call 96 RTX 21.06.2024
/ DE000SQ3TAH8
Soc. Generale Call 96 RTX 21.06.2.../ DE000SQ3TAH8 /
| 2024-06-07 8:56:31 AM |
Chg.-0.02 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-1.82% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
96.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ3TAH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
1.12 |
| Time value: |
0.02 |
| Break-even: |
99.54 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
8.41 |
| Rho: |
0.03 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.14% |
| 1 Month |
|
|
+83.05% |
| 3 Months |
|
|
+468.42% |
| YTD |
|
|
+500.00% |
| 1 Year |
|
|
-10.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.87 |
| 1M High / 1M Low: |
1.10 |
0.59 |
| 6M High / 6M Low: |
1.10 |
0.10 |
| High (YTD): |
2024-06-06 |
1.10 |
| Low (YTD): |
2024-01-22 |
0.16 |
| 52W High: |
2023-06-13 |
1.29 |
| 52W Low: |
2023-10-06 |
0.08 |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
143.10% |
| Volatility 6M: |
|
182.00% |
| Volatility 1Y: |
|
186.15% |
| Volatility 3Y: |
|
- |
