Soc. Generale Call 105 RTX 20.09.2024
/ DE000SW1Y1Q5
Soc. Generale Call 105 RTX 20.09..../ DE000SW1Y1Q5 /
9/11/2024 8:08:02 PM |
Chg.-0.100 |
Bid8:26:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.280EUR |
-7.25% |
1.280 Bid Size: 80,000 |
- Ask Size: - |
RTX Corporation |
105.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SW1Y1Q |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
8/7/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.40 |
Intrinsic value: |
1.39 |
Implied volatility: |
0.50 |
Historic volatility: |
0.17 |
Parity: |
1.39 |
Time value: |
0.02 |
Break-even: |
109.38 |
Moneyness: |
1.15 |
Premium: |
0.00 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.05 |
Omega: |
7.45 |
Rho: |
0.02 |
Quote data
Open: |
1.290 |
High: |
1.320 |
Low: |
1.220 |
Previous Close: |
1.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.33% |
1 Month |
|
|
+21.90% |
3 Months |
|
|
+120.69% |
YTD |
|
|
+814.29% |
1 Year |
|
|
+966.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.470 |
1.210 |
1M High / 1M Low: |
1.670 |
1.020 |
6M High / 6M Low: |
1.670 |
0.130 |
High (YTD): |
8/30/2024 |
1.670 |
Low (YTD): |
1/22/2024 |
0.120 |
52W High: |
8/30/2024 |
1.670 |
52W Low: |
10/6/2023 |
0.070 |
Avg. price 1W: |
|
1.372 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.298 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.604 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.368 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
122.40% |
Volatility 6M: |
|
251.33% |
Volatility 1Y: |
|
217.24% |
Volatility 3Y: |
|
- |