Soc. Generale Call 115 RTX 21.03.2025
/ DE000SW70QD4
Soc. Generale Call 115 RTX 21.03..../ DE000SW70QD4 /
2024-10-18 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 |
2025-03-21 |
Call |
Master data
WKN: |
SW70QD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-20 |
Last trading day: |
2025-03-20 |
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 |
|
|
+50.00% |
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: |
|
1.265 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.762 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.96% |
Volatility 6M: |
|
154.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |