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

Frankfurt Zert./SG
15/10/2024  13:17:41 Chg.+0.020 Bid13:50:35 Ask13:50:35 Underlying Strike price Expiration date Option type
0.880EUR +2.33% 0.890
Bid Size: 4,000		 0.960
Ask Size: 4,000		 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: 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: 0.850
High: 0.880
Low: 0.840
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.33%
1 Month  
+41.94%
3 Months  
+528.57%
YTD  
+877.78%
1 Year  
+986.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.760
1M High / 1M Low: 0.920 0.540
6M High / 6M Low: 0.920 0.110
High (YTD): 07/10/2024 0.920
Low (YTD): 19/01/2024 0.078
52W High: 07/10/2024 0.920
52W Low: 15/12/2023 0.052
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.731
Avg. volume 1M:   0.000
Avg. price 6M:   0.421
Avg. volume 6M:   0.000
Avg. price 1Y:   0.267
Avg. volume 1Y:   0.000
Volatility 1M:   157.04%
Volatility 6M:   210.60%
Volatility 1Y:   183.47%
Volatility 3Y:   -