Soc. Generale Call 105 RTX 16.01.2026
/ DE000SW8Q0K3
Soc. Generale Call 105 RTX 16.01..../ DE000SW8Q0K3 /
| 2024-11-15 9:46:25 PM |
Chg.-0.030 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-1.40% |
2.160
Bid Size: 6,000 |
2.170
Ask Size: 6,000 |
RTX Corporation |
105.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
SW8Q0K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
1.29 |
| Time value: |
0.88 |
| Break-even: |
121.44 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
3.93 |
| Rho: |
0.74 |
Quote data
| Open: |
2.070 |
| High: |
2.170 |
| Low: |
2.070 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.03% |
| 1 Month |
|
|
-19.08% |
| 3 Months |
|
|
+3.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
2.120 |
| 1M High / 1M Low: |
2.770 |
2.010 |
| 6M High / 6M Low: |
2.770 |
1.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.885 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.87% |
| Volatility 6M: |
|
90.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
