Soc. Generale Call 100 RTX 21.03.2025
/ DE000SU2WNE8
Soc. Generale Call 100 RTX 21.03..../ DE000SU2WNE8 /
| 11/15/2024 9:51:40 PM |
Chg.-0.040 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.970EUR |
-1.99% |
2.020
Bid Size: 5,000 |
2.030
Ask Size: 5,000 |
RTX Corporation |
100.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SU2WNE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/28/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
1.76 |
| Time value: |
0.27 |
| Break-even: |
115.29 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
4.74 |
| Rho: |
0.26 |
Quote data
| Open: |
1.900 |
| High: |
1.970 |
| Low: |
1.900 |
| Previous Close: |
2.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.45% |
| 1 Month |
|
|
-24.23% |
| 3 Months |
|
|
-1.99% |
| YTD |
|
|
+369.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.500 |
1.970 |
| 1M High / 1M Low: |
2.700 |
1.860 |
| 6M High / 6M Low: |
2.700 |
0.780 |
| High (YTD): |
10/23/2024 |
2.700 |
| Low (YTD): |
1/22/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.745 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.67% |
| Volatility 6M: |
|
112.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
