Soc. Generale Call 75 RTX 17.01.2025
/ DE000SW220Q3
Soc. Generale Call 75 RTX 17.01.2.../ DE000SW220Q3 /
10/07/2024 12:10:48 |
Chg.-0.070 |
Bid12:31:35 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.510EUR |
-2.71% |
2.510 Bid Size: 3,000 |
- Ask Size: - |
RTX Corporation |
75.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SW220Q |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
04/09/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
2.41 |
Implied volatility: |
0.20 |
Historic volatility: |
0.20 |
Parity: |
2.41 |
Time value: |
0.14 |
Break-even: |
94.85 |
Moneyness: |
1.35 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.01 |
Omega: |
3.63 |
Rho: |
0.35 |
Quote data
Open: |
2.480 |
High: |
2.510 |
Low: |
2.480 |
Previous Close: |
2.580 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.87% |
1 Month |
|
|
-19.55% |
3 Months |
|
|
-7.04% |
YTD |
|
|
+81.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.580 |
2.410 |
1M High / 1M Low: |
3.120 |
2.410 |
6M High / 6M Low: |
3.230 |
1.430 |
High (YTD): |
07/06/2024 |
3.230 |
Low (YTD): |
22/01/2024 |
1.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.742 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.347 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.16% |
Volatility 6M: |
|
53.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |