Soc. Generale Call 105 RTX 20.12.2024
/ DE000SU6FDW7
Soc. Generale Call 105 RTX 20.12..../ DE000SU6FDW7 /
| 2024-07-04 9:40:44 PM |
Chg.-0.020 |
Bid2024-07-04 |
Ask2024-07-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-4.88% |
0.390
Bid Size: 10,000 |
0.420
Ask Size: 10,000 |
RTX Corporation |
105.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU6FDW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
-0.39 |
| Time value: |
0.43 |
| Break-even: |
101.60 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
9.99 |
| Rho: |
0.18 |
Quote data
| Open: |
0.410 |
| High: |
0.420 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.36% |
| 1 Month |
|
|
-54.65% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
+77.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.380 |
| 1M High / 1M Low: |
0.890 |
0.380 |
| 6M High / 6M Low: |
0.890 |
0.200 |
| High (YTD): |
2024-06-05 |
0.890 |
| Low (YTD): |
2024-01-22 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.484 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.55% |
| Volatility 6M: |
|
122.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
