Soc. Generale Call 105 RTX 20.12.2024
/ DE000SU6FDW7
Soc. Generale Call 105 RTX 20.12..../ DE000SU6FDW7 /
| 15/08/2024 09:01:07 |
Chg.+0.05 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+3.88% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
105.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU6FDW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.15 |
| Time value: |
0.25 |
| Break-even: |
109.35 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
6.41 |
| Rho: |
0.26 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.20% |
| 1 Month |
|
|
+197.78% |
| 3 Months |
|
|
+86.11% |
| YTD |
|
|
+509.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.25 |
| 1M High / 1M Low: |
1.39 |
0.45 |
| 6M High / 6M Low: |
1.39 |
0.23 |
| High (YTD): |
01/08/2024 |
1.39 |
| Low (YTD): |
22/01/2024 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.53% |
| Volatility 6M: |
|
173.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
