Soc. Generale Call 90 5UR 20.12.2024
/ DE000SV46BA4
Soc. Generale Call 90 5UR 20.12.2.../ DE000SV46BA4 /
| 28/10/2024 08:30:47 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
90.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
SV46BA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
09/05/2023 |
| Last trading day: |
29/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.17 |
| Parity: |
2.26 |
| Time value: |
1.04 |
| Break-even: |
123.00 |
| Moneyness: |
1.25 |
| Premium: |
0.09 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.26 |
| Omega: |
2.59 |
| Rho: |
0.05 |
Quote data
| Open: |
3.27 |
| High: |
3.27 |
| Low: |
3.27 |
| Previous Close: |
3.21 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.87% |
| 3 Months |
|
|
+27.73% |
| YTD |
|
|
+445.00% |
| 1 Year |
|
|
+567.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.38 |
3.21 |
| 6M High / 6M Low: |
3.38 |
1.17 |
| High (YTD): |
24/10/2024 |
3.38 |
| Low (YTD): |
22/01/2024 |
0.60 |
| 52W High: |
24/10/2024 |
3.38 |
| 52W Low: |
21/11/2023 |
0.39 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
41.10% |
| Volatility 6M: |
|
96.71% |
| Volatility 1Y: |
|
95.98% |
| Volatility 3Y: |
|
- |
