Soc. Generale Call 120 5UR 17.01.2025
/ DE000SQ863E4
Soc. Generale Call 120 5UR 17.01..../ DE000SQ863E4 /
| 2024-11-19 9:47:12 PM |
Chg.-0.030 |
Bid2024-11-19 |
Ask2024-11-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-6.98% |
0.400
Bid Size: 125,000 |
0.410
Ask Size: 125,000 |
RTX CORP. ... |
120.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
SQ863E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
-0.73 |
| Time value: |
0.43 |
| Break-even: |
124.30 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.38 |
| Theta: |
-0.06 |
| Omega: |
10.05 |
| Rho: |
0.06 |
Quote data
| Open: |
0.410 |
| High: |
0.500 |
| Low: |
0.380 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.51% |
| 1 Month |
|
|
-56.99% |
| 3 Months |
|
|
-29.82% |
| YTD |
|
|
+344.44% |
| 1 Year |
|
|
+506.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.380 |
| 1M High / 1M Low: |
0.950 |
0.380 |
| 6M High / 6M Low: |
0.950 |
0.110 |
| High (YTD): |
2024-10-23 |
0.950 |
| Low (YTD): |
2024-01-19 |
0.078 |
| 52W High: |
2024-10-23 |
0.950 |
| 52W Low: |
2023-12-15 |
0.052 |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.611 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.323 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
284.20% |
| Volatility 6M: |
|
232.29% |
| Volatility 1Y: |
|
192.56% |
| Volatility 3Y: |
|
- |
