Soc. Generale Call 100 RTX 20.03.2026
/ DE000SY7BED8
Soc. Generale Call 100 RTX 20.03..../ DE000SY7BED8 /
| 12/09/2024 09:13:20 |
Chg.-0.040 |
Bid09:15:17 |
Ask09:15:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.470EUR |
-1.59% |
2.470
Bid Size: 4,000 |
2.560
Ask Size: 4,000 |
RTX Corporation |
100.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
SY7BED |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
15/08/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
1.84 |
| Time value: |
0.76 |
| Break-even: |
116.74 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.53 |
| Rho: |
1.00 |
Quote data
| Open: |
2.480 |
| High: |
2.480 |
| Low: |
2.470 |
| Previous Close: |
2.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.52% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.460 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
