Soc. Generale Call 95 RTX 20.12.2024
/ DE000SU2TEV7
Soc. Generale Call 95 RTX 20.12.2.../ DE000SU2TEV7 /
| 7/10/2024 10:02:51 AM |
Chg.+0.070 |
Bid10:15:04 AM |
Ask10:15:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+8.05% |
0.950
Bid Size: 4,000 |
0.990
Ask Size: 4,000 |
RTX Corporation |
95.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2TEV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.56 |
| Time value: |
0.42 |
| Break-even: |
97.65 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
6.87 |
| Rho: |
0.26 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.44% |
| 1 Month |
|
|
-38.16% |
| 3 Months |
|
|
-19.66% |
| YTD |
|
|
+113.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.870 |
| 1M High / 1M Low: |
1.520 |
0.830 |
| 6M High / 6M Low: |
1.520 |
0.430 |
| High (YTD): |
6/10/2024 |
1.520 |
| Low (YTD): |
1/22/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.915 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.91% |
| Volatility 6M: |
|
95.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
