Soc. Generale Call 100 RTX 21.03.2025
/ DE000SU2WNE8
Soc. Generale Call 100 RTX 21.03..../ DE000SU2WNE8 /
| 17/07/2024 21:35:41 |
Chg.+0.100 |
Bid21:40:42 |
Ask21:40:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+10.00% |
1.090
Bid Size: 125,000 |
1.100
Ask Size: 125,000 |
RTX Corporation |
100.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SU2WNE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/11/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.34 |
| Time value: |
0.68 |
| Break-even: |
101.93 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
6.14 |
| Rho: |
0.36 |
Quote data
| Open: |
0.990 |
| High: |
1.100 |
| Low: |
0.980 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.80% |
| 1 Month |
|
|
+1.85% |
| 3 Months |
|
|
+4.76% |
| YTD |
|
|
+161.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.810 |
| 1M High / 1M Low: |
1.210 |
0.780 |
| 6M High / 6M Low: |
1.380 |
0.400 |
| High (YTD): |
07/06/2024 |
1.380 |
| Low (YTD): |
22/01/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.924 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.866 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.34% |
| Volatility 6M: |
|
92.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
