Soc. Generale Call 90 RTX 16.01.2026
/ DE000SW8QS03
Soc. Generale Call 90 RTX 16.01.2.../ DE000SW8QS03 /
| 10/18/2024 9:50:12 PM |
Chg.+0.020 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.710EUR |
+0.54% |
3.710
Bid Size: 5,000 |
3.720
Ask Size: 5,000 |
RTX Corporation |
90.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
SW8QS0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/8/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.64 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
3.30 |
| Time value: |
0.42 |
| Break-even: |
120.31 |
| Moneyness: |
1.40 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.93 |
| Rho: |
0.89 |
Quote data
| Open: |
3.650 |
| High: |
3.720 |
| Low: |
3.640 |
| Previous Close: |
3.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.00% |
| 1 Month |
|
|
+23.67% |
| 3 Months |
|
|
+80.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.720 |
3.500 |
| 1M High / 1M Low: |
3.720 |
2.960 |
| 6M High / 6M Low: |
3.720 |
1.780 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.38% |
| Volatility 6M: |
|
63.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
