Soc. Generale Call 85 RTX 21.03.2025
/ DE000SW7LK15
Soc. Generale Call 85 RTX 21.03.2.../ DE000SW7LK15 /
| 7/17/2024 9:46:19 PM |
Chg.+0.110 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
+5.50% |
2.110
Bid Size: 6,000 |
2.120
Ask Size: 6,000 |
RTX Corporation |
85.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW7LK1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
1.71 |
| Time value: |
0.31 |
| Break-even: |
98.17 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.16 |
| Rho: |
0.43 |
Quote data
| Open: |
1.980 |
| High: |
2.120 |
| Low: |
1.970 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.57% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+8.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.750 |
| 1M High / 1M Low: |
2.260 |
1.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
