Soc. Generale Call 115 RTX 21.03.2025
/ DE000SW70QD4
Soc. Generale Call 115 RTX 21.03..../ DE000SW70QD4 /
| 10/18/2024 9:48:23 PM |
Chg.+0.010 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+0.70% |
1.440
Bid Size: 6,000 |
1.450
Ask Size: 6,000 |
RTX Corporation |
115.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW70QD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/20/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
1.00 |
| Time value: |
0.45 |
| Break-even: |
120.32 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
6.06 |
| Rho: |
0.31 |
Quote data
| Open: |
1.390 |
| High: |
1.450 |
| Low: |
1.380 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.63% |
| 1 Month |
|
|
+44.00% |
| 3 Months |
|
|
+278.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.360 |
| 1M High / 1M Low: |
1.450 |
0.960 |
| 6M High / 6M Low: |
1.450 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.761 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.63% |
| Volatility 6M: |
|
154.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
