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Soc. Generale Call 105 RTX 20.09..../  DE000SW1Y1Q5  /

Frankfurt Zert./SG
9/11/2024  9:36:36 PM Chg.-0.070 Bid9:59:55 PM Ask- Underlying Strike price Expiration date Option type
1.310EUR -5.07% 1.310
Bid Size: 6,000		 -
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: CL
 
  All quotes in EUR

Performance

1 Week
  -10.27%
1 Month  
+24.76%
3 Months  
+125.86%
YTD  
+835.71%
1 Year  
+991.67%
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:   -