Soc. Generale Call 100 RTX 21.03.2025
/ DE000SU2WNE8
Soc. Generale Call 100 RTX 21.03..../ DE000SU2WNE8 /
11/09/2024 08:13:58 |
Chg.-0.07 |
Bid09:44:58 |
Ask09:44:58 |
Underlying |
Strike price |
Expiration date |
Option type |
2.11EUR |
-3.21% |
2.11 Bid Size: 3,000 |
2.23 Ask Size: 3,000 |
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: |
5.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.03 |
Intrinsic value: |
1.84 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
1.84 |
Time value: |
0.34 |
Break-even: |
112.54 |
Moneyness: |
1.20 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.46% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
4.32 |
Rho: |
0.38 |
Quote data
Open: |
2.11 |
High: |
2.11 |
Low: |
2.11 |
Previous Close: |
2.18 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.77% |
1 Month |
|
|
+18.54% |
3 Months |
|
|
+67.46% |
YTD |
|
|
+402.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.18 |
1.99 |
1M High / 1M Low: |
2.32 |
1.82 |
6M High / 6M Low: |
2.32 |
0.47 |
High (YTD): |
02/09/2024 |
2.32 |
Low (YTD): |
22/01/2024 |
0.40 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.23 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.20% |
Volatility 6M: |
|
124.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |