Soc. Generale Call 120 RTX 16.01.2026
/ DE000SW8QS45
Soc. Generale Call 120 RTX 16.01..../ DE000SW8QS45 /
| 18/10/2024 09:26:34 |
Chg.-0.03 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
-1.76% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
120.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
SW8QS4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.53 |
| Time value: |
1.19 |
| Break-even: |
128.01 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
4.57 |
| Rho: |
0.77 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.87% |
| 1 Month |
|
|
+42.74% |
| 3 Months |
|
|
+145.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.56 |
| 1M High / 1M Low: |
1.70 |
1.16 |
| 6M High / 6M Low: |
1.70 |
0.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
31.01 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.35% |
| Volatility 6M: |
|
124.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
