Soc. Generale Call 100 5UR 20.12.2024
/ DE000SV46BB2
Soc. Generale Call 100 5UR 20.12..../ DE000SV46BB2 /
| 11/09/2024 08:29:49 |
Chg.-0.07 |
Bid12:32:09 |
Ask12:32:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-3.52% |
1.94
Bid Size: 3,000 |
2.07
Ask Size: 3,000 |
RTX CORP. ... |
100.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
SV46BB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
09/05/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.17 |
| Parity: |
0.92 |
| Time value: |
1.10 |
| Break-even: |
120.20 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.67 |
| Theta: |
-0.07 |
| Omega: |
3.64 |
| Rho: |
0.15 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.52% |
| 1 Month |
|
|
+19.25% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
+519.35% |
| 1 Year |
|
|
+638.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.80 |
| 1M High / 1M Low: |
2.16 |
1.64 |
| 6M High / 6M Low: |
2.16 |
0.35 |
| High (YTD): |
02/09/2024 |
2.16 |
| Low (YTD): |
22/01/2024 |
0.30 |
| 52W High: |
02/09/2024 |
2.16 |
| 52W Low: |
06/10/2023 |
0.15 |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
40.31 |
| Avg. price 1Y: |
|
0.68 |
| Avg. volume 1Y: |
|
20.31 |
| Volatility 1M: |
|
64.19% |
| Volatility 6M: |
|
146.94% |
| Volatility 1Y: |
|
144.35% |
| Volatility 3Y: |
|
- |
