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Soc. Generale Call 120 5UR 17.01..../  DE000SQ863E4  /

Frankfurt Zert./SG
19/11/2024  16:35:30 Chg.+0.040 Bid17:22:50 Ask17:22:50 Underlying Strike price Expiration date Option type
0.470EUR +9.30% 0.460
Bid Size: 125,000		 0.470
Ask Size: 125,000		 RTX CORP. ... 120.00 - 17/01/2025 Call
 

Master data

WKN: SQ863E
Issuer: Société Générale
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
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
  -25.40%
1 Month
  -49.46%
3 Months
  -17.54%
YTD  
+422.22%
1 Year  
+612.12%
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): 23/10/2024 0.950
Low (YTD): 19/01/2024 0.078
52W High: 23/10/2024 0.950
52W Low: 15/12/2023 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:   -