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Soc. Generale Call 110 5UR 20.12..../  DE000SV46BC0  /

Frankfurt Zert./SG
05/08/2024  19:09:43 Chg.-0.040 Bid19:10:22 Ask19:10:22 Underlying Strike price Expiration date Option type
0.980EUR -3.92% 0.990
Bid Size: 125,000		 1.000
Ask Size: 125,000		 RTX CORP. ... 110.00 - 20/12/2024 Call
 

Master data

WKN: SV46BC
Issuer: Société Générale
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.07
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.19
Parity: -0.33
Time value: 1.06
Break-even: 120.60
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 0.95%
Delta: 0.53
Theta: -0.05
Omega: 5.32
Rho: 0.17
 

Quote data

Open: 0.790
High: 1.010
Low: 0.790
Previous Close: 1.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+292.00%
3 Months  
+157.89%
YTD  
+512.50%
1 Year  
+206.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.910
1M High / 1M Low: 1.140 0.250
6M High / 6M Low: 1.140 0.160
High (YTD): 31/07/2024 1.140
Low (YTD): 22/01/2024 0.140
52W High: 31/07/2024 1.140
52W Low: 06/10/2023 0.084
Avg. price 1W:   1.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   0.401
Avg. volume 6M:   0.000
Avg. price 1Y:   0.286
Avg. volume 1Y:   0.000
Volatility 1M:   364.58%
Volatility 6M:   191.22%
Volatility 1Y:   176.54%
Volatility 3Y:   -