Soc. Generale Call 120 5UR 20.12..../  DE000SV46BD8  /

Frankfurt Zert./SG
05/08/2024  19:02:32 Chg.-0.030 Bid19:30:05 Ask19:30:05 Underlying Strike price Expiration date Option type
0.510EUR -5.56% 0.510
Bid Size: 175,000
0.520
Ask Size: 175,000
RTX CORP. ... 120.00 - 20/12/2024 Call
 

Master data

WKN: SV46BD
Issuer: Société Générale
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.06
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.19
Parity: -1.33
Time value: 0.56
Break-even: 125.60
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.37
Theta: -0.04
Omega: 7.06
Rho: 0.13
 

Quote data

Open: 0.390
High: 0.510
Low: 0.390
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.60%
1 Month  
+466.67%
3 Months  
+200.00%
YTD  
+553.85%
1 Year  
+168.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.430
1M High / 1M Low: 0.600 0.090
6M High / 6M Low: 0.600 0.068
High (YTD): 31/07/2024 0.600
Low (YTD): 22/01/2024 0.065
52W High: 31/07/2024 0.600
52W Low: 15/12/2023 0.043
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.257
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   491.28%
Volatility 6M:   251.42%
Volatility 1Y:   210.70%
Volatility 3Y:   -