Soc. Generale Call 80 5UR 20.12.2024
/ DE000SV6TAD3
Soc. Generale Call 80 5UR 20.12.2.../ DE000SV6TAD3 /
| 10/29/2024 9:02:10 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.15EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
80.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
SV6TAD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
5/26/2023 |
| Last trading day: |
10/29/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
1.64 |
| Historic volatility: |
0.17 |
| Parity: |
3.26 |
| Time value: |
0.70 |
| Break-even: |
119.60 |
| Moneyness: |
1.41 |
| Premium: |
0.06 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.22 |
| Omega: |
2.35 |
| Rho: |
0.05 |
Quote data
| Open: |
4.15 |
| High: |
4.15 |
| Low: |
4.15 |
| Previous Close: |
4.19 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.95% |
| 3 Months |
|
|
+20.99% |
| YTD |
|
|
+287.85% |
| 1 Year |
|
|
+394.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.30 |
4.12 |
| 6M High / 6M Low: |
4.30 |
1.92 |
| High (YTD): |
10/24/2024 |
4.30 |
| Low (YTD): |
1/19/2024 |
1.08 |
| 52W High: |
10/24/2024 |
4.30 |
| 52W Low: |
11/21/2023 |
0.75 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
31.72% |
| Volatility 6M: |
|
75.36% |
| Volatility 1Y: |
|
75.45% |
| Volatility 3Y: |
|
- |
