Soc. Generale Call 90 5UR 20.12.2024
/ DE000SV46BA4
Soc. Generale Call 90 5UR 20.12.2.../ DE000SV46BA4 /
| 8/2/2024 3:25:36 PM |
Chg.-0.19 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
-7.42% |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
90.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
SV46BA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
5/9/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.19 |
| Parity: |
1.67 |
| Time value: |
0.86 |
| Break-even: |
115.30 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
3.17 |
| Rho: |
0.21 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.04% |
| 1 Month |
|
|
+91.13% |
| 3 Months |
|
|
+68.09% |
| YTD |
|
|
+295.00% |
| 1 Year |
|
|
+172.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
2.27 |
| 1M High / 1M Low: |
2.56 |
1.20 |
| 6M High / 6M Low: |
2.56 |
0.71 |
| High (YTD): |
8/1/2024 |
2.56 |
| Low (YTD): |
1/22/2024 |
0.60 |
| 52W High: |
8/1/2024 |
2.56 |
| 52W Low: |
10/6/2023 |
0.28 |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
172.31% |
| Volatility 6M: |
|
100.74% |
| Volatility 1Y: |
|
120.70% |
| Volatility 3Y: |
|
- |
