Soc. Generale Call 75 RTX 20.12.2024
/ DE000SU2TN47
Soc. Generale Call 75 RTX 20.12.2.../ DE000SU2TN47 /
| 11/09/2024 09:37:11 |
Chg.-0.05 |
Bid09:48:10 |
Ask09:48:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
-1.21% |
4.06
Bid Size: 3,000 |
-
Ask Size: - |
RTX Corporation |
75.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2TN4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.18 |
| Intrinsic value: |
4.11 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.17 |
| Parity: |
4.11 |
| Time value: |
0.07 |
| Break-even: |
109.86 |
| Moneyness: |
1.60 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
2.60 |
| Rho: |
0.18 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.07 |
| Previous Close: |
4.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.73% |
| 1 Month |
|
|
+11.51% |
| 3 Months |
|
|
+33.44% |
| YTD |
|
|
+201.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.12 |
3.91 |
| 1M High / 1M Low: |
4.33 |
3.69 |
| 6M High / 6M Low: |
4.33 |
1.65 |
| High (YTD): |
03/09/2024 |
4.33 |
| Low (YTD): |
11/01/2024 |
1.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.46% |
| Volatility 6M: |
|
70.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
