Soc. Generale Call 75 5UR 17.01.2025
/ DE000SW220Q3
Soc. Generale Call 75 5UR 17.01.2.../ DE000SW220Q3 /
| 2024-10-28 9:44:11 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
75.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
SW220Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-10-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.80 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
1.55 |
| Historic volatility: |
0.17 |
| Parity: |
3.76 |
| Time value: |
0.93 |
| Break-even: |
121.90 |
| Moneyness: |
1.50 |
| Premium: |
0.08 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.15 |
| Omega: |
2.00 |
| Rho: |
0.08 |
Quote data
| Open: |
4.59 |
| High: |
4.59 |
| Low: |
4.59 |
| Previous Close: |
4.58 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.10% |
| 3 Months |
|
|
+17.99% |
| YTD |
|
|
+230.22% |
| 1 Year |
|
|
+282.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.82 |
4.54 |
| 6M High / 6M Low: |
4.82 |
2.35 |
| High (YTD): |
2024-10-24 |
4.82 |
| Low (YTD): |
2024-01-11 |
1.42 |
| 52W High: |
2024-10-24 |
4.82 |
| 52W Low: |
2023-11-21 |
1.07 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
45.17% |
| Volatility 6M: |
|
70.95% |
| Volatility 1Y: |
|
64.59% |
| Volatility 3Y: |
|
- |
