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

EUWAX
10/15/2024  8:47:09 AM Chg.+0.060 Bid2:52:44 PM Ask2:52:44 PM Underlying Strike price Expiration date Option type
0.860EUR +7.50% 0.890
Bid Size: 4,000		 0.940
Ask Size: 4,000		 RTX CORP. ... 120.00 - 1/17/2025 Call
 

Master data

WKN: SQ863E
Issuer: Société Générale
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.13
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.17
Parity: -0.57
Time value: 0.87
Break-even: 128.70
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.48
Theta: -0.06
Omega: 6.28
Rho: 0.12
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.49%
1 Month  
+32.31%
3 Months  
+561.54%
YTD  
+855.56%
1 Year  
+936.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.750
1M High / 1M Low: 0.950 0.510
6M High / 6M Low: 0.950 0.110
High (YTD): 10/2/2024 0.950
Low (YTD): 1/19/2024 0.079
52W High: 10/2/2024 0.950
52W Low: 12/15/2023 0.053
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.691
Avg. volume 1M:   0.000
Avg. price 6M:   0.400
Avg. volume 6M:   0.000
Avg. price 1Y:   0.255
Avg. volume 1Y:   0.000
Volatility 1M:   200.12%
Volatility 6M:   231.41%
Volatility 1Y:   197.75%
Volatility 3Y:   -