Soc. Generale Call 95 RTX 20.12.2024
/ DE000SU2TEV7
Soc. Generale Call 95 RTX 20.12.2.../ DE000SU2TEV7 /
| 16/07/2024 21:50:45 |
Chg.+0.140 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+14.14% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
95.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2TEV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.61 |
| Time value: |
0.39 |
| Break-even: |
97.17 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
6.81 |
| Rho: |
0.25 |
Quote data
| Open: |
0.960 |
| High: |
1.130 |
| Low: |
0.960 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.18% |
| 1 Month |
|
|
-7.38% |
| 3 Months |
|
|
-0.88% |
| YTD |
|
|
+156.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.910 |
| 1M High / 1M Low: |
1.340 |
0.870 |
| 6M High / 6M Low: |
1.550 |
0.420 |
| High (YTD): |
05/06/2024 |
1.550 |
| Low (YTD): |
17/01/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.957 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.79% |
| Volatility 6M: |
|
93.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
