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Soc. Generale Call 90 5UR 20.09.2.../  DE000SQ80CJ2  /

Frankfurt Zert./SG
8/15/2024  9:38:28 PM Chg.+0.060 Bid9:59:33 PM Ask- Underlying Strike price Expiration date Option type
2.570EUR +2.39% 2.580
Bid Size: 5,000		 -
Ask Size: -		 RTX CORP. ... 90.00 - 9/20/2024 Call
 

Master data

WKN: SQ80CJ
Issuer: Société Générale
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.26
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.68
Implied volatility: 1.23
Historic volatility: 0.19
Parity: 1.68
Time value: 0.83
Break-even: 115.10
Moneyness: 1.19
Premium: 0.08
Premium p.a.: 1.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.74
Theta: -0.19
Omega: 3.16
Rho: 0.05
 

Quote data

Open: 2.390
High: 2.580
Low: 2.390
Previous Close: 2.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.98%
1 Month  
+94.70%
3 Months  
+72.48%
YTD  
+435.42%
1 Year  
+238.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.570 2.380
1M High / 1M Low: 2.580 1.260
6M High / 6M Low: 2.580 0.590
High (YTD): 7/31/2024 2.580
Low (YTD): 1/22/2024 0.470
52W High: 7/31/2024 2.580
52W Low: 10/6/2023 0.200
Avg. price 1W:   2.472
Avg. volume 1W:   0.000
Avg. price 1M:   2.076
Avg. volume 1M:   0.000
Avg. price 6M:   1.352
Avg. volume 6M:   0.000
Avg. price 1Y:   0.910
Avg. volume 1Y:   0.000
Volatility 1M:   188.43%
Volatility 6M:   111.55%
Volatility 1Y:   133.56%
Volatility 3Y:   -