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Soc. Generale Call 100 RTX 20.12..../  DE000SV46BB2  /

EUWAX
2024-07-10  8:28:11 AM Chg.+0.050 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.650EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 RTX Corporation 100.00 USD 2024-12-20 Call
 

Master data

WKN: SV46BB
Issuer: Société Générale
Currency: EUR
Underlying: RTX Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.55
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.10
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 0.10
Time value: 0.59
Break-even: 99.37
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.60
Theta: -0.02
Omega: 8.14
Rho: 0.22
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.84%
1 Month
  -44.92%
3 Months
  -27.78%
YTD  
+109.68%
1 Year
  -41.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.600
1M High / 1M Low: 1.180 0.570
6M High / 6M Low: 1.180 0.300
High (YTD): 2024-06-10 1.180
Low (YTD): 2024-01-22 0.300
52W High: 2024-06-10 1.180
52W Low: 2023-10-06 0.150
Avg. price 1W:   0.612
Avg. volume 1W:   0.000
Avg. price 1M:   0.807
Avg. volume 1M:   0.000
Avg. price 6M:   0.671
Avg. volume 6M:   40.945
Avg. price 1Y:   0.533
Avg. volume 1Y:   20.313
Volatility 1M:   109.08%
Volatility 6M:   116.78%
Volatility 1Y:   137.64%
Volatility 3Y:   -