Soc. Generale Call 100 RTX 16.01.2026
/ DE000SW8QS11
Soc. Generale Call 100 RTX 16.01..../ DE000SW8QS11 /
| 15/11/2024 21:51:13 |
Chg.-0.030 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
-1.21% |
2.480
Bid Size: 6,000 |
2.490
Ask Size: 6,000 |
RTX Corporation |
100.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
SW8QS1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
1.76 |
| Time value: |
0.72 |
| Break-even: |
119.79 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
3.67 |
| Rho: |
0.77 |
Quote data
| Open: |
2.390 |
| High: |
2.440 |
| Low: |
2.380 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.95% |
| 1 Month |
|
|
-17.01% |
| 3 Months |
|
|
+1.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.440 |
| 1M High / 1M Low: |
3.080 |
2.310 |
| 6M High / 6M Low: |
3.080 |
1.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.709 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.55% |
| Volatility 6M: |
|
85.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
